-27.8%
PLUG vs PENG
+520.3%
-548.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -23.0% | +15.5% | +0.6% |
| 7D | -4.9% | -36.7% | +31.8% | +10.1% |
| 30D | -27.4% | -42.0% | +14.6% | -14.6% |
| 3M | -35.7% | -33.2% | -2.5% | -28.9% |
| 6M | -59.3% | +2.1% | -61.4% | -63.6% |
| YTD | -31.5% | +90.3% | -121.8% | -52.0% |
| 1Y | -48.9% | +67.7% | -116.5% | -62.6% |
| 3Y | -79.6% | +154.2% | -233.8% | -87.8% |
| 5Y | -96.5% | +28.3% | -124.8% | -97.5% |
| All | -27.8% | +520.3% | -548.1% | -58.7% |
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 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