-94.8%
PLUG vs TPG
+77.8%
-172.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.9% | -6.9% | -7.5% |
| 7D | -8.1% | +4.2% | -12.3% | -10.8% |
| 30D | -20.5% | +13.5% | -34.0% | -27.8% |
| 3M | -45.9% | -3.3% | -42.6% | -45.2% |
| 6M | -65.2% | +11.8% | -76.9% | -68.8% |
| YTD | -37.1% | -20.9% | -16.2% | -27.7% |
| 1Y | -54.6% | -13.1% | -41.4% | -51.7% |
| 3Y | -64.9% | +72.9% | -137.8% | -82.0% |
| All | -94.8% | +77.8% | -172.6% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling