+50.7%
PLUG vs PENG
+118.5%
-67.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +0.4% |
| 7D | -0.9% | +4.5% | -5.5% | -2.6% |
| 30D | +3.3% | -7.1% | +10.4% | +5.8% |
| 3M | -39.7% | -27.3% | -12.5% | -34.9% |
| 6M | -12.5% | +169.6% | -182.1% | -56.0% |
| YTD | +10.2% | +164.6% | -154.5% | -45.6% |
| 1Y | +50.7% | +109.5% | -58.8% | -14.7% |
| All | +50.7% | +118.5% | -67.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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