-91.9%
PLUG vs PENG
+115.2%
-207.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | 0.0% |
| 7D | -0.9% | +4.5% | -5.5% | -2.9% |
| 30D | +3.3% | -7.1% | +10.4% | +6.2% |
| 3M | -39.7% | -27.3% | -12.5% | -34.6% |
| 6M | -12.5% | +169.6% | -182.1% | -51.7% |
| YTD | +10.2% | +164.6% | -154.5% | -39.2% |
| 1Y | +50.7% | +109.5% | -58.8% | -6.4% |
| 3Y | -74.5% | +98.9% | -173.4% | -86.4% |
| All | -91.9% | +115.2% | -207.1% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling