-26.5%
PLUG vs ACGL
+324.4%
-350.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.3% | -10.8% | -10.6% |
| 7D | -23.4% | +2.2% | -25.6% | -23.9% |
| 30D | -23.4% | +12.3% | -35.8% | -26.2% |
| 3M | -51.7% | +11.8% | -63.6% | -53.6% |
| 6M | -72.0% | +17.5% | -89.4% | -73.7% |
| YTD | -43.7% | +14.3% | -57.9% | -47.4% |
| 1Y | -55.4% | +18.2% | -73.6% | -58.9% |
| 3Y | -68.0% | +33.2% | -101.2% | -73.5% |
| 5Y | -97.4% | +174.3% | -271.7% | -98.6% |
| All | -26.5% | +324.4% | -350.8% | -67.0% |
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