-97.3%
PLUG vs PEGA
-44.5%
-52.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.2% | -11.7% | -10.9% |
| 7D | -23.4% | +0.1% | -23.5% | -23.6% |
| 30D | -23.4% | -4.1% | -19.3% | -22.8% |
| 3M | -51.7% | -2.8% | -48.9% | -51.8% |
| 6M | -72.0% | -0.4% | -71.5% | -72.7% |
| YTD | -43.7% | -45.4% | +1.7% | -33.6% |
| 1Y | -55.4% | -42.6% | -12.8% | -48.5% |
| 3Y | -68.0% | +45.4% | -113.4% | -79.0% |
| All | -97.3% | -44.5% | -52.9% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling