-96.5%
PLUG vs TRGP
+415.2%
-511.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.7% | +10.1% | +8.6% |
| 7D | +5.8% | -16.0% | +21.8% | +14.1% |
| 30D | -18.5% | -6.4% | -12.1% | -16.6% |
| 3M | -30.0% | -1.0% | -29.0% | -30.9% |
| 6M | -56.2% | +7.0% | -63.2% | -58.8% |
| YTD | -26.4% | +46.1% | -72.5% | -41.6% |
| 1Y | -42.2% | +58.7% | -100.9% | -56.4% |
| 3Y | -76.8% | +221.9% | -298.7% | -90.2% |
| All | -96.5% | +415.2% | -511.6% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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