-98.6%
PLUG vs PEG
+1,005.3%
-1,103.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.9% |
| 7D | -0.9% | +0.7% | -1.6% | -1.3% |
| 30D | +3.3% | -2.4% | +5.8% | +4.6% |
| 3M | -39.7% | -4.8% | -34.9% | -38.5% |
| 6M | -12.5% | -10.7% | -1.8% | -8.1% |
| YTD | +10.2% | -6.7% | +16.8% | +12.6% |
| 1Y | +50.7% | -6.8% | +57.5% | +53.8% |
| 3Y | -74.5% | +34.5% | -109.0% | -79.0% |
| 5Y | -91.8% | +35.8% | -127.5% | -93.3% |
| 10Y | +43.7% | +141.7% | -98.0% | -17.5% |
| All | -98.6% | +1,005.3% | -1,103.9% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling