-95.4%
PLUG vs TPG
+78.3%
-173.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.3% | -10.8% | -10.7% |
| 7D | -23.4% | +5.0% | -28.5% | -26.1% |
| 30D | -23.4% | +15.7% | -39.1% | -31.5% |
| 3M | -51.7% | -10.6% | -41.2% | -48.1% |
| 6M | -72.0% | +15.9% | -87.9% | -75.5% |
| YTD | -43.7% | -20.6% | -23.0% | -35.5% |
| 1Y | -55.4% | -11.8% | -43.7% | -53.2% |
| 3Y | -68.0% | +71.6% | -139.6% | -83.4% |
| All | -95.4% | +78.3% | -173.7% | -97.8% |
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