-19.8%
PLUG vs PENG
+661.7%
-681.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.3% | -5.8% | +0.2% |
| 7D | +14.5% | -3.8% | +18.3% | +14.6% |
| 30D | -10.7% | -40.1% | +29.4% | +4.5% |
| 3M | -31.2% | -21.8% | -9.4% | -28.1% |
| 6M | -51.9% | +3.3% | -55.2% | -56.9% |
| YTD | -23.9% | +133.6% | -157.5% | -50.4% |
| 1Y | -43.4% | +110.7% | -154.1% | -61.8% |
| 3Y | -74.7% | +204.3% | -279.0% | -85.7% |
| 5Y | -96.3% | +54.4% | -150.7% | -97.6% |
| All | -19.8% | +661.7% | -681.5% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling