-98.6%
PLUG vs PPG
+621.5%
-720.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +1.6% |
| 7D | -0.9% | -1.5% | +0.6% | +0.3% |
| 30D | +3.3% | -5.0% | +8.3% | +7.7% |
| 3M | -39.7% | +1.1% | -40.9% | -41.2% |
| 6M | -12.5% | -3.2% | -9.3% | -12.7% |
| YTD | +10.2% | +11.9% | -1.7% | -3.4% |
| 1Y | +50.7% | +5.3% | +45.4% | +38.4% |
| 3Y | -74.5% | -15.0% | -59.5% | -71.8% |
| 5Y | -91.8% | -19.6% | -72.2% | -90.4% |
| 10Y | +43.7% | +27.0% | +16.7% | +10.7% |
| All | -98.6% | +621.5% | -720.2% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling