-7.8%
PLUG vs PEGA
+94.5%
-102.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -7.2% | -8.6% | +1.5% | -3.8% |
| 30D | -16.4% | -10.1% | -6.3% | -12.9% |
| 3M | -39.0% | -4.7% | -34.2% | -38.6% |
| 6M | -61.5% | -8.0% | -53.5% | -61.8% |
| YTD | -31.2% | -47.1% | +15.9% | -14.3% |
| 1Y | -46.4% | -47.5% | +1.0% | -33.2% |
| 3Y | -61.6% | +40.2% | -101.9% | -76.7% |
| 5Y | -96.9% | -45.7% | -51.1% | -96.7% |
| 10Y | -7.8% | +85.1% | -92.9% | -21.7% |
| All | -7.8% | +94.5% | -102.3% | -21.7% |
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