-74.7%
PLUG vs PEGA
+37.6%
-112.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.9% | +7.4% | +3.8% |
| 7D | +14.5% | -10.0% | +24.5% | +15.7% |
| 30D | -10.7% | -12.7% | +2.0% | -9.5% |
| 3M | -31.2% | -4.6% | -26.6% | -31.1% |
| 6M | -51.9% | -13.1% | -38.8% | -51.5% |
| YTD | -23.9% | -47.6% | +23.7% | -18.3% |
| 1Y | -43.4% | -47.0% | +3.6% | -39.4% |
| 3Y | -74.7% | +42.0% | -116.7% | -78.4% |
| All | -74.7% | +37.6% | -112.3% | -78.4% |
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 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