-56.5%
PLUG vs TXG
+7.8%
-64.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.5% | -8.9% | -9.7% |
| 7D | -23.4% | -1.8% | -21.6% | -22.6% |
| 30D | -23.4% | -20.4% | -3.1% | -15.4% |
| 3M | -51.7% | +0.1% | -51.8% | -54.0% |
| 6M | -72.0% | +176.2% | -248.1% | -84.9% |
| YTD | -43.7% | +256.8% | -300.4% | -75.2% |
| 1Y | -55.4% | +255.9% | -311.3% | -80.7% |
| 3Y | -68.0% | +60.2% | -128.2% | -80.9% |
| 5Y | -97.4% | -65.1% | -32.3% | -96.8% |
| All | -56.5% | +7.8% | -64.2% | -60.4% |
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