-19.6%
PCG vs PLUG
-48.8%
+29.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +1.3% |
| 7D | -1.1% | +14.5% | -15.6% | -1.2% |
| 30D | +0.1% | -10.7% | +10.8% | +0.2% |
| 3M | -24.4% | -31.2% | +6.8% | -24.0% |
| 6M | -17.7% | -51.9% | +34.3% | -17.4% |
| YTD | -17.4% | -23.9% | +6.4% | -17.1% |
| All | -19.6% | -48.8% | +29.2% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling