-42.1%
PLUG vs CAG
-6.8%
-35.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.0% | -2.4% | +5.7% |
| 7D | +2.8% | +9.7% | -6.9% | +6.4% |
| 30D | -22.8% | +15.8% | -38.5% | -18.2% |
| 3M | -32.4% | +1.8% | -34.2% | -31.8% |
| 6M | -53.4% | +11.5% | -64.9% | -50.2% |
| YTD | -25.9% | -6.7% | -19.2% | -26.9% |
| 1Y | -42.1% | -5.6% | -36.4% | -43.9% |
| All | -42.1% | -6.8% | -35.2% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling