+15.1%
PLUG vs PEGA
+101.4%
-86.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.5% | +10.9% | +8.9% |
| 7D | +5.8% | -4.5% | +10.3% | +7.8% |
| 30D | -18.5% | -5.7% | -12.9% | -16.8% |
| 3M | -30.0% | +2.6% | -32.5% | -31.6% |
| 6M | -56.2% | -10.6% | -45.6% | -56.0% |
| YTD | -26.4% | -45.5% | +19.1% | -9.3% |
| 1Y | -42.2% | -44.8% | +2.6% | -29.3% |
| 3Y | -76.8% | +45.5% | -122.4% | -86.3% |
| 5Y | -96.2% | -45.3% | -50.9% | -96.0% |
| All | +15.1% | +101.4% | -86.4% | -16.3% |
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