-99.1%
PLUG vs ACGL
+7,958.1%
-8,057.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.9% | +2.4% |
| 7D | +2.8% | +8.0% | -5.2% | -0.5% |
| 30D | -22.8% | +17.3% | -40.0% | -27.9% |
| 3M | -32.4% | +11.2% | -43.6% | -35.8% |
| 6M | -53.4% | +18.2% | -71.5% | -57.4% |
| YTD | -25.9% | +15.4% | -41.3% | -32.7% |
| 1Y | -42.1% | +26.5% | -68.6% | -49.5% |
| 3Y | -77.9% | +36.1% | -114.0% | -82.6% |
| 5Y | -96.4% | +175.9% | -272.3% | -98.0% |
| 10Y | +2.8% | +352.4% | -349.6% | -58.4% |
| All | -99.1% | +7,958.1% | -8,057.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling