-46.2%
PLUG vs PEGA
-47.0%
+0.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -6.8% | -8.6% | +1.8% | -6.2% |
| 30D | -16.0% | -10.1% | -6.0% | -15.3% |
| 3M | -38.7% | -4.7% | -34.0% | -38.7% |
| 6M | -61.4% | -8.0% | -53.4% | -60.8% |
| YTD | -31.0% | -47.1% | +16.2% | -19.2% |
| 1Y | -46.2% | -47.5% | +1.2% | -37.4% |
| All | -46.2% | -47.0% | +0.8% | -37.4% |
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 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