+20.0%
PLUG vs PTC
+326.2%
-306.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | +14.5% | +0.8% | +13.7% | +13.9% |
| 30D | -10.7% | +0.7% | -11.4% | -11.1% |
| 3M | -31.2% | +32.6% | -63.8% | -47.1% |
| 6M | -51.9% | +33.6% | -85.5% | -64.7% |
| YTD | -23.9% | +12.4% | -36.3% | -36.7% |
| 1Y | -43.4% | +11.2% | -54.6% | -52.5% |
| 3Y | -74.7% | +31.7% | -106.4% | -81.6% |
| 5Y | -96.3% | +60.1% | -156.4% | -97.6% |
| 10Y | +20.0% | +317.2% | -297.2% | -41.6% |
| All | +20.0% | +326.2% | -306.2% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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