-7.5%
PLUG vs PPG
+57.1%
-64.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.1% |
| 7D | -6.8% | -1.2% | -5.6% | -5.8% |
| 30D | -16.0% | +21.2% | -37.3% | -28.4% |
| 3M | -38.7% | +8.2% | -47.0% | -42.9% |
| 6M | -61.4% | +17.2% | -78.5% | -66.7% |
| YTD | -31.0% | +25.0% | -55.9% | -45.2% |
| 1Y | -46.2% | +33.5% | -79.8% | -59.6% |
| 3Y | -61.5% | +4.2% | -65.6% | -63.9% |
| 5Y | -96.9% | -12.7% | -84.2% | -96.6% |
| 10Y | -7.5% | +58.0% | -65.4% | -39.5% |
| All | -7.5% | +57.1% | -64.5% | -39.5% |
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