-98.6%
PLUG vs ACGL
+7,042.2%
-7,140.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.6% | +3.6% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | +3.3% | -1.0% | +4.3% | +3.5% |
| 3M | -39.7% | +11.0% | -50.8% | -43.1% |
| 6M | -12.5% | -0.3% | -12.2% | -14.2% |
| YTD | +10.2% | +2.3% | +7.9% | +5.8% |
| 1Y | +50.7% | +6.4% | +44.3% | +42.0% |
| 3Y | -74.5% | +34.0% | -108.5% | -79.9% |
| 5Y | -91.8% | +161.6% | -253.4% | -95.5% |
| 10Y | +43.7% | +278.6% | -234.9% | -36.9% |
| All | -98.6% | +7,042.2% | -7,140.9% | -99.8% |
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