-11.4%
PLUG vs TXG
+21.5%
-32.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.6% | +1.8% |
| 7D | +8.1% | +9.4% | -1.2% | +3.3% |
| 30D | +3.7% | +26.1% | -22.4% | -8.8% |
| 3M | -29.2% | +124.8% | -154.0% | -54.9% |
| 6M | +6.1% | +215.2% | -209.1% | -46.3% |
| YTD | +14.7% | +302.2% | -287.5% | -50.4% |
| 1Y | +56.9% | +370.9% | -314.0% | -40.4% |
| 3Y | -71.6% | +38.5% | -110.1% | -80.4% |
| 5Y | -91.0% | -64.4% | -26.7% | -88.5% |
| All | -11.4% | +21.5% | -32.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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