-90.9%
PLUG vs TPG
+92.2%
-183.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.6% |
| 7D | -0.9% | -2.4% | +1.5% | +0.9% |
| 30D | +3.3% | +11.1% | -7.7% | -4.7% |
| 3M | -39.7% | +26.3% | -66.0% | -50.1% |
| 6M | -12.5% | +18.3% | -30.8% | -25.3% |
| YTD | +10.2% | -14.4% | +24.6% | +20.3% |
| 1Y | +50.7% | -6.7% | +57.4% | +54.7% |
| 3Y | -74.5% | +111.5% | -186.0% | -89.0% |
| All | -90.9% | +92.2% | -183.2% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling