-26.5%
PLUG vs PTC
+312.5%
-338.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.1% | -10.4% | -10.4% |
| 7D | -23.4% | +0.5% | -23.9% | -23.7% |
| 30D | -23.4% | +1.2% | -24.7% | -24.0% |
| 3M | -51.7% | +27.4% | -79.1% | -61.7% |
| 6M | -72.0% | +39.2% | -111.2% | -80.0% |
| YTD | -43.7% | +12.5% | -56.2% | -53.1% |
| 1Y | -55.4% | +12.3% | -67.7% | -62.9% |
| 3Y | -68.0% | +28.8% | -96.8% | -76.0% |
| 5Y | -97.4% | +60.9% | -158.3% | -98.3% |
| All | -26.5% | +312.5% | -338.9% | -64.4% |
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