-90.9%
PLUG vs TPG
+78.6%
-169.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -1.1% |
| 7D | +3.8% | -6.5% | +10.3% | +8.8% |
| 30D | +2.8% | +0.1% | +2.8% | +2.2% |
| 3M | -25.4% | +14.5% | -39.9% | -33.6% |
| 6M | -0.5% | +17.3% | -17.8% | -15.1% |
| YTD | +10.2% | -20.5% | +30.7% | +26.8% |
| 1Y | +53.9% | -13.2% | +67.1% | +66.3% |
| 3Y | -72.7% | +87.7% | -160.5% | -87.1% |
| All | -90.9% | +78.6% | -169.5% | -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 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