-99.2%
PLUG vs PEGA
+1,630.0%
-1,729.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.3% | -5.2% | -6.9% |
| 7D | -4.9% | -1.6% | -3.3% | -4.5% |
| 30D | -27.4% | -3.0% | -24.4% | -26.9% |
| 3M | -35.7% | +5.8% | -41.5% | -37.0% |
| 6M | -59.3% | -8.8% | -50.5% | -59.3% |
| YTD | -31.5% | -43.5% | +12.0% | -23.2% |
| 1Y | -48.9% | -43.4% | -5.5% | -42.8% |
| 3Y | -79.6% | +48.6% | -128.2% | -83.6% |
| 5Y | -96.5% | -43.3% | -53.1% | -96.4% |
| 10Y | -4.9% | +109.7% | -114.6% | -26.1% |
| All | -99.2% | +1,630.0% | -1,729.2% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling