-91.2%
PLUG vs TPG
+71.4%
-162.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.3% | +0.2% |
| 7D | 0.0% | -11.8% | +11.8% | +9.4% |
| 30D | -5.0% | -6.3% | +1.3% | -1.1% |
| 3M | -26.2% | +13.6% | -39.8% | -34.0% |
| 6M | -0.5% | +13.8% | -14.3% | -13.3% |
| YTD | +7.1% | -23.7% | +30.8% | +27.0% |
| 1Y | +46.5% | -18.2% | +64.7% | +65.3% |
| 3Y | -73.5% | +80.1% | -153.6% | -87.1% |
| All | -91.2% | +71.4% | -162.5% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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