-78.4%
PLUG vs ACGL
+35.5%
-114.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.1% | -7.4% | -7.6% |
| 7D | -4.9% | +6.4% | -11.3% | -1.1% |
| 30D | -27.4% | +16.6% | -44.0% | -19.9% |
| 3M | -35.7% | +11.6% | -47.3% | -30.6% |
| 6M | -59.3% | +17.5% | -76.8% | -54.1% |
| YTD | -31.5% | +15.3% | -46.7% | -22.8% |
| 1Y | -48.9% | +26.3% | -75.2% | -40.5% |
| All | -78.4% | +35.5% | -114.0% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling