-78.4%
PLUG vs PEGA
+48.6%
-127.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.3% | -5.2% | -7.3% |
| 7D | -4.9% | -1.6% | -3.3% | -4.8% |
| 30D | -27.4% | -3.0% | -24.4% | -27.2% |
| 3M | -35.7% | +5.8% | -41.5% | -36.2% |
| 6M | -59.3% | -8.8% | -50.5% | -59.1% |
| YTD | -31.5% | -43.5% | +12.0% | -27.0% |
| 1Y | -48.9% | -43.4% | -5.5% | -45.6% |
| All | -78.4% | +48.6% | -127.0% | -81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling