-78.4%
PLUG vs PENG
+153.0%
-231.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -23.0% | +15.5% | +1.0% |
| 7D | -4.9% | -36.7% | +31.8% | +10.9% |
| 30D | -27.4% | -42.0% | +14.6% | -14.0% |
| 3M | -35.7% | -33.2% | -2.5% | -28.8% |
| 6M | -59.3% | +2.1% | -61.4% | -65.3% |
| YTD | -31.5% | +90.3% | -121.8% | -56.9% |
| 1Y | -48.9% | +67.7% | -116.5% | -66.1% |
| All | -78.4% | +153.0% | -231.5% | -88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling