-43.1%
PLUG vs TXG
+9.8%
-52.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.3% | +6.4% |
| 7D | +5.8% | -15.4% | +21.3% | +14.5% |
| 30D | -18.5% | -22.1% | +3.6% | -9.4% |
| 3M | -30.0% | +30.0% | -60.0% | -42.3% |
| 6M | -56.2% | +160.7% | -216.9% | -75.8% |
| YTD | -26.4% | +263.5% | -289.9% | -68.0% |
| 1Y | -42.2% | +356.0% | -398.2% | -78.5% |
| 3Y | -76.8% | +53.4% | -130.2% | -85.7% |
| 5Y | -96.2% | -66.7% | -29.5% | -95.1% |
| All | -43.1% | +9.8% | -52.9% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling