+43.7%
PLUG vs ACWI
+228.2%
-184.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | -0.9% | +0.5% | -1.4% | -1.8% |
| 30D | +3.3% | +0.9% | +2.5% | +2.0% |
| 3M | -39.7% | +2.4% | -42.1% | -41.7% |
| 6M | -12.5% | +12.4% | -24.9% | -29.2% |
| YTD | +10.2% | +15.2% | -5.0% | -14.8% |
| 1Y | +50.7% | +22.7% | +28.0% | +4.9% |
| 3Y | -74.5% | +75.8% | -150.3% | -90.7% |
| 5Y | -91.8% | +67.7% | -159.5% | -96.3% |
| All | +43.7% | +228.2% | -184.5% | -70.3% |
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