-41.2%
PLUG vs TXG
+20.5%
-61.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.7% | -6.3% | -1.3% |
| 7D | +14.5% | +5.5% | +9.0% | +11.2% |
| 30D | -10.7% | -19.3% | +8.6% | -2.4% |
| 3M | -31.2% | +25.0% | -56.2% | -42.0% |
| 6M | -51.9% | +201.2% | -253.1% | -75.3% |
| YTD | -23.9% | +298.8% | -322.7% | -68.4% |
| 1Y | -43.4% | +326.6% | -370.0% | -77.9% |
| 3Y | -74.7% | +78.3% | -153.0% | -85.6% |
| 5Y | -96.3% | -61.3% | -35.0% | -95.6% |
| All | -41.2% | +20.5% | -61.6% | -49.5% |
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