-95.6%
PLUG vs ACWI
+347.2%
-442.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +0.7% |
| 7D | +2.8% | -0.5% | +3.3% | +3.7% |
| 30D | -22.8% | -1.6% | -21.1% | -20.3% |
| 3M | -32.4% | -1.3% | -31.1% | -30.3% |
| 6M | -53.4% | +5.8% | -59.2% | -56.8% |
| YTD | -25.9% | +12.7% | -38.6% | -38.1% |
| 1Y | -42.1% | +15.0% | -57.1% | -53.1% |
| 3Y | -77.9% | +77.5% | -155.5% | -90.9% |
| 5Y | -96.4% | +61.9% | -158.2% | -98.0% |
| 10Y | +2.8% | +236.1% | -233.3% | -79.9% |
| All | -95.6% | +347.2% | -442.8% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling