-76.2%
PCG vs PLUG
+9.2%
-85.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.0% | +9.7% | +1.2% |
| 7D | -0.5% | -3.2% | +2.7% | -0.3% |
| 30D | +0.8% | -18.7% | +19.5% | +1.8% |
| 3M | -22.0% | -35.3% | +13.3% | -20.3% |
| 6M | -17.1% | -56.2% | +39.2% | -13.9% |
| YTD | -16.9% | -30.7% | +13.9% | -16.5% |
| 1Y | -19.1% | -46.7% | +27.6% | -17.7% |
| 3Y | -19.4% | -61.3% | +41.9% | -21.8% |
| 5Y | +9.0% | -96.6% | +105.6% | +21.0% |
| 10Y | -76.2% | +1.1% | -77.3% | -80.4% |
| All | -76.2% | +9.2% | -85.4% | -80.4% |
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