-78.4%
PLUG vs PTC
+31.8%
-110.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.3% | -7.2% | -7.4% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -27.4% | +0.8% | -28.2% | -27.6% |
| 3M | -35.7% | +39.6% | -75.3% | -46.2% |
| 6M | -59.3% | +41.5% | -100.8% | -67.3% |
| YTD | -31.5% | +11.7% | -43.2% | -32.5% |
| 1Y | -48.9% | +2.4% | -51.3% | -45.5% |
| All | -78.4% | +31.8% | -110.3% | -76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling