+20.0%
PLUG vs ACWI
+226.8%
-206.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | -1.6% |
| 7D | +14.5% | +0.3% | +14.2% | +14.0% |
| 30D | -10.7% | -2.8% | -7.9% | -5.1% |
| 3M | -31.2% | -3.2% | -28.0% | -26.1% |
| 6M | -51.9% | +1.3% | -53.2% | -52.2% |
| YTD | -23.9% | +11.2% | -35.1% | -36.7% |
| 1Y | -43.4% | +13.8% | -57.2% | -54.9% |
| 3Y | -74.7% | +76.2% | -150.9% | -90.9% |
| 5Y | -96.3% | +59.5% | -155.8% | -98.2% |
| 10Y | +20.0% | +222.2% | -202.2% | -74.3% |
| All | +20.0% | +226.8% | -206.8% | -74.3% |
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