-74.6%
PLUG vs PENG
+101.4%
-176.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +0.6% |
| 7D | -0.9% | +4.5% | -5.5% | -2.4% |
| 30D | +3.3% | -7.1% | +10.4% | +5.6% |
| 3M | -39.7% | -27.3% | -12.5% | -35.5% |
| 6M | -12.5% | +169.6% | -182.1% | -43.6% |
| YTD | +10.2% | +164.6% | -154.5% | -29.0% |
| 1Y | +50.7% | +109.5% | -58.8% | +6.1% |
| All | -74.6% | +101.4% | -176.1% | -83.5% |
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