-77.2%
PCG vs PLUG
-0.7%
-76.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.5% | +6.3% | -0.9% |
| 7D | 0.0% | -4.9% | +4.9% | +0.2% |
| 30D | +5.8% | -27.4% | +33.3% | +7.6% |
| 3M | -22.8% | -35.7% | +12.9% | -21.0% |
| 6M | -18.4% | -59.3% | +40.9% | -14.9% |
| YTD | -16.9% | -31.5% | +14.6% | -16.4% |
| 1Y | -17.6% | -48.9% | +31.2% | -16.0% |
| 3Y | -20.0% | -79.6% | +59.6% | -19.3% |
| 5Y | +16.0% | -96.5% | +112.5% | +28.4% |
| All | -77.2% | -0.7% | -76.4% | -81.1% |
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