-46.4%
PLUG vs PEGA
-47.0%
+0.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -7.2% | -8.6% | +1.5% | -6.5% |
| 30D | -16.4% | -10.1% | -6.3% | -15.7% |
| 3M | -39.0% | -4.7% | -34.2% | -38.9% |
| 6M | -61.5% | -8.0% | -53.5% | -61.0% |
| YTD | -31.2% | -47.1% | +15.9% | -19.5% |
| 1Y | -46.4% | -47.5% | +1.0% | -37.6% |
| All | -46.4% | -47.0% | +0.6% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling