-21.9%
PLUG vs PENG
+705.8%
-727.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.1% | +12.6% | +6.7% |
| 7D | +2.8% | -20.5% | +23.3% | +10.8% |
| 30D | -22.8% | -20.4% | -2.4% | -18.2% |
| 3M | -32.4% | -16.4% | -16.0% | -30.4% |
| 6M | -53.4% | +49.2% | -102.6% | -63.3% |
| YTD | -25.9% | +147.2% | -173.1% | -52.2% |
| 1Y | -42.1% | +124.7% | -166.7% | -61.4% |
| 3Y | -77.9% | +230.3% | -308.2% | -87.8% |
| 5Y | -96.4% | +71.4% | -167.8% | -97.7% |
| All | -21.9% | +705.8% | -727.8% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling