-40.6%
PLUG vs PENG
+689.3%
-730.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.5% | -5.0% | -8.6% |
| 7D | -23.4% | +13.2% | -36.7% | -26.9% |
| 30D | -23.4% | -29.9% | +6.5% | -15.2% |
| 3M | -51.7% | -22.2% | -29.5% | -49.5% |
| 6M | -72.0% | -1.9% | -70.1% | -74.4% |
| YTD | -43.7% | +142.1% | -185.8% | -63.8% |
| 1Y | -55.4% | +151.5% | -206.9% | -71.8% |
| 3Y | -68.0% | +206.9% | -274.9% | -81.9% |
| 5Y | -97.4% | +58.2% | -155.7% | -98.3% |
| All | -40.6% | +689.3% | -730.0% | -68.8% |
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