-99.2%
PLUG vs PTC
+330.9%
-430.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -45.8% |
| 6M | -59.3% | +41.5% | -100.8% | -66.7% |
| YTD | -31.5% | +11.7% | -43.2% | -38.2% |
| 1Y | -48.9% | +2.4% | -51.3% | -52.2% |
| 3Y | -79.6% | +31.9% | -111.5% | -82.6% |
| 5Y | -96.5% | +54.5% | -151.0% | -97.1% |
| 10Y | -4.9% | +342.1% | -347.0% | -45.1% |
| All | -99.2% | +330.9% | -430.1% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling