-77.6%
PCG vs PLUG
+6.6%
-84.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.4% | -9.4% | -2.4% |
| 7D | -1.6% | +5.8% | -7.4% | -1.9% |
| 30D | +1.4% | -18.5% | +19.9% | +2.4% |
| 3M | -23.4% | -30.0% | +6.6% | -22.0% |
| 6M | -19.4% | -56.2% | +36.8% | -16.3% |
| YTD | -18.5% | -26.4% | +7.9% | -18.4% |
| 1Y | -19.5% | -42.2% | +22.7% | -18.5% |
| 3Y | -21.0% | -76.8% | +55.9% | -20.9% |
| 5Y | +13.7% | -96.2% | +110.0% | +25.4% |
| All | -77.6% | +6.6% | -84.2% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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