+1.1%
PLUG vs PEGA
+92.7%
-91.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +1.3% | -10.3% | -9.5% |
| 7D | -3.2% | -8.2% | +5.0% | +0.1% |
| 30D | -18.7% | -11.6% | -7.2% | -14.8% |
| 3M | -35.3% | -4.2% | -31.2% | -35.1% |
| 6M | -56.2% | -12.0% | -44.3% | -55.8% |
| YTD | -30.7% | -46.9% | +16.2% | -13.8% |
| 1Y | -46.7% | -47.0% | +0.3% | -33.7% |
| 3Y | -61.3% | +40.9% | -102.2% | -76.7% |
| 5Y | -96.6% | -45.4% | -51.2% | -96.4% |
| 10Y | +1.1% | +95.9% | -94.8% | -28.8% |
| All | +1.1% | +92.7% | -91.6% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling