-97.3%
PLUG vs PPG
-15.7%
-81.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.2% | -10.7% | -10.6% |
| 7D | -23.4% | +0.7% | -24.2% | -23.8% |
| 30D | -23.4% | +17.6% | -41.0% | -34.2% |
| 3M | -51.7% | +7.5% | -59.2% | -55.1% |
| 6M | -72.0% | +17.6% | -89.6% | -76.5% |
| YTD | -43.7% | +22.6% | -66.2% | -56.5% |
| 1Y | -55.4% | +28.0% | -83.4% | -67.1% |
| 3Y | -68.0% | +1.8% | -69.8% | -69.6% |
| All | -97.3% | -15.7% | -81.7% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling