-42.1%
PLUG vs PPG
+38.5%
-80.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.0% | -1.4% | +1.9% |
| 7D | +2.8% | +7.5% | -4.6% | 0.0% |
| 30D | -22.8% | +20.9% | -43.6% | -28.2% |
| 3M | -32.4% | +8.7% | -41.1% | -34.7% |
| 6M | -53.4% | +23.8% | -77.2% | -57.2% |
| YTD | -25.9% | +26.5% | -52.4% | -44.6% |
| 1Y | -42.1% | +37.6% | -79.7% | -64.7% |
| All | -42.1% | +38.5% | -80.5% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling