+20.0%
PLUG vs ACGL
+332.3%
-312.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.7% | +3.2% |
| 7D | +14.5% | -1.1% | +15.6% | +14.8% |
| 30D | -10.7% | +13.1% | -23.8% | -14.1% |
| 3M | -31.2% | +9.8% | -41.0% | -33.4% |
| 6M | -51.9% | +15.3% | -67.2% | -54.7% |
| YTD | -23.9% | +12.7% | -36.6% | -28.6% |
| 1Y | -43.4% | +20.7% | -64.1% | -48.3% |
| 3Y | -74.7% | +34.3% | -109.0% | -79.3% |
| 5Y | -96.3% | +170.6% | -266.9% | -98.0% |
| 10Y | +20.0% | +330.6% | -310.6% | -57.5% |
| All | +20.0% | +332.3% | -312.3% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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