+9.5%
PCG vs PLUG
-98.6%
+108.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +2.3% |
| 7D | -13.9% | -0.9% | -12.9% | -13.8% |
| 30D | -16.9% | +3.3% | -20.2% | -17.0% |
| 3M | -14.7% | -39.7% | +25.0% | -13.2% |
| 6M | -23.8% | -12.5% | -11.3% | -23.8% |
| YTD | -10.5% | +10.2% | -20.7% | -11.7% |
| 1Y | -5.1% | +50.7% | -55.8% | -8.3% |
| 3Y | -11.6% | -74.5% | +62.9% | -12.2% |
| 5Y | +59.0% | -91.8% | +150.8% | +62.2% |
| 10Y | -75.7% | +43.7% | -119.4% | -78.9% |
| All | +9.5% | -98.6% | +108.1% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling