+58.4%
PLUG vs PPG
+23.8%
+34.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -2.1% |
| 7D | +3.8% | -3.7% | +7.6% | +6.9% |
| 30D | +2.8% | -7.2% | +10.0% | +9.0% |
| 3M | -25.4% | -7.3% | -18.1% | -21.7% |
| 6M | -0.5% | +0.3% | -0.7% | -4.0% |
| YTD | +10.2% | +6.5% | +3.6% | 0.0% |
| 1Y | +53.9% | +0.5% | +53.4% | +46.3% |
| 3Y | -72.7% | -15.3% | -57.5% | -69.7% |
| 5Y | -91.4% | -22.9% | -68.5% | -89.7% |
| 10Y | +58.4% | +28.4% | +30.0% | +30.7% |
| All | +58.4% | +23.8% | +34.6% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling