+15.1%
PLUG vs PTC
+334.9%
-319.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.2% |
| 7D | +5.8% | -0.2% | +6.1% | +6.1% |
| 30D | -18.5% | +0.8% | -19.3% | -18.9% |
| 3M | -30.0% | +32.1% | -62.1% | -46.0% |
| 6M | -56.2% | +42.6% | -98.8% | -69.7% |
| YTD | -26.4% | +12.0% | -38.4% | -38.6% |
| 1Y | -42.2% | +12.2% | -54.4% | -51.8% |
| 3Y | -76.8% | +31.2% | -108.1% | -83.1% |
| 5Y | -96.2% | +54.9% | -151.1% | -97.5% |
| All | +15.1% | +334.9% | -319.9% | -43.8% |
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