-76.8%
PLUG vs ACGL
+31.5%
-108.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.0% | +10.4% | +5.5% |
| 7D | +5.8% | +0.9% | +5.0% | +6.6% |
| 30D | -18.5% | +13.7% | -32.3% | -11.4% |
| 3M | -30.0% | +8.0% | -38.0% | -25.8% |
| 6M | -56.2% | +13.3% | -69.5% | -51.6% |
| YTD | -26.4% | +11.8% | -38.2% | -18.5% |
| 1Y | -42.2% | +22.2% | -64.5% | -34.0% |
| 3Y | -76.8% | +32.5% | -109.3% | -70.0% |
| All | -76.8% | +31.5% | -108.3% | -70.0% |
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 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