+7.1%
PLUG vs ACWI
+219.2%
-212.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.8% | -3.7% | -0.1% |
| 7D | -4.9% | -4.0% | -0.9% | +3.2% |
| 30D | -27.4% | -5.8% | -21.6% | -18.0% |
| 3M | -35.7% | -5.0% | -30.7% | -28.2% |
| 6M | -59.3% | +0.7% | -60.0% | -59.1% |
| YTD | -31.5% | +8.4% | -39.9% | -40.1% |
| 1Y | -48.9% | +10.1% | -59.0% | -56.5% |
| 3Y | -79.6% | +70.8% | -150.4% | -92.2% |
| 5Y | -96.5% | +55.4% | -151.9% | -98.2% |
| All | +7.1% | +219.2% | -212.0% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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