+48.6%
PLUG vs AJG
+480.2%
-431.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | 0.0% | -8.5% | +8.5% | +4.2% |
| 30D | -5.0% | -3.8% | -1.2% | -3.6% |
| 3M | -26.2% | +10.8% | -37.0% | -31.6% |
| 6M | -0.5% | +15.6% | -16.1% | -10.9% |
| YTD | +7.1% | -5.1% | +12.2% | +6.2% |
| 1Y | +46.5% | -16.0% | +62.6% | +56.0% |
| 3Y | -73.5% | +9.7% | -83.2% | -78.4% |
| 5Y | -91.3% | +77.8% | -169.1% | -95.1% |
| All | +48.6% | +480.2% | -431.6% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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