-91.0%
PLUG vs PPG
-18.4%
-72.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +6.3% |
| 7D | +8.1% | 0.0% | +8.1% | +8.0% |
| 30D | +3.7% | -7.8% | +11.5% | +11.2% |
| 3M | -29.2% | -2.2% | -27.0% | -29.2% |
| 6M | +6.1% | +4.1% | +2.0% | -2.2% |
| YTD | +14.7% | +9.1% | +5.6% | -0.7% |
| 1Y | +56.9% | +1.0% | +56.0% | +46.4% |
| 3Y | -71.6% | -13.3% | -58.3% | -68.5% |
| 5Y | -91.0% | -19.2% | -71.8% | -90.1% |
| All | -91.0% | -18.4% | -72.7% | -90.1% |
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