-78.4%
PLUG vs PRU
+50.4%
-128.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.3% | -4.2% | -5.6% |
| 7D | -4.9% | +4.8% | -9.7% | -7.4% |
| 30D | -27.4% | +7.9% | -35.3% | -30.6% |
| 3M | -35.7% | +3.1% | -38.8% | -37.0% |
| 6M | -59.3% | +25.2% | -84.6% | -65.1% |
| YTD | -31.5% | +12.7% | -44.2% | -37.3% |
| 1Y | -48.9% | +23.5% | -72.3% | -56.0% |
| All | -78.4% | +50.4% | -128.8% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 3y: compounded portfolio wealth divided by compounded PRU 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…
3y analysis · Full analysis span regression · 6 months rolling