-96.9%
PLUG vs PENG
+68.7%
-165.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.3% | -11.1% | -5.0% |
| 7D | -6.8% | +1.9% | -8.7% | -8.9% |
| 30D | -16.0% | -37.8% | +21.7% | -0.7% |
| 3M | -38.7% | -14.1% | -24.6% | -38.5% |
| 6M | -61.4% | +13.1% | -74.5% | -68.3% |
| YTD | -31.0% | +151.8% | -182.8% | -62.7% |
| 1Y | -46.2% | +136.0% | -182.2% | -70.1% |
| 3Y | -61.5% | +217.9% | -279.4% | -83.0% |
| 5Y | -96.9% | +64.1% | -161.0% | -98.4% |
| All | -96.9% | +68.7% | -165.5% | -98.4% |
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 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