-22.5%
PLUG vs PENG
+597.2%
-619.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +12.4% | -5.0% | +3.0% |
| 7D | +5.8% | -19.4% | +25.3% | +12.8% |
| 30D | -18.5% | -42.4% | +23.9% | -3.4% |
| 3M | -30.0% | -25.6% | -4.3% | -25.5% |
| 6M | -56.2% | +7.3% | -63.5% | -61.4% |
| YTD | -26.4% | +113.9% | -140.3% | -50.5% |
| 1Y | -42.2% | +93.6% | -135.8% | -59.8% |
| 3Y | -76.8% | +170.2% | -247.1% | -86.4% |
| 5Y | -96.2% | +44.2% | -140.4% | -97.5% |
| All | -22.5% | +597.2% | -619.6% | -57.4% |
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