+20.0%
PLUG vs PEGA
+99.2%
-79.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.9% | +7.4% | +5.1% |
| 7D | +14.5% | -10.0% | +24.5% | +19.5% |
| 30D | -10.7% | -12.7% | +2.0% | -5.8% |
| 3M | -31.2% | -4.6% | -26.6% | -30.9% |
| 6M | -51.9% | -13.1% | -38.8% | -51.2% |
| YTD | -23.9% | -47.6% | +23.7% | -4.7% |
| 1Y | -43.4% | -47.0% | +3.6% | -29.6% |
| 3Y | -74.7% | +42.0% | -116.7% | -85.0% |
| 5Y | -96.3% | -47.8% | -48.5% | -96.0% |
| 10Y | +20.0% | +92.0% | -72.0% | -11.4% |
| All | +20.0% | +99.2% | -79.2% | -11.4% |
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