+15.1%
PLUG vs CAG
-38.1%
+53.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +7.6% |
| 7D | +5.8% | +5.8% | 0.0% | +5.2% |
| 30D | -18.5% | +16.4% | -34.9% | -19.9% |
| 3M | -30.0% | +3.8% | -33.8% | -30.3% |
| 6M | -56.2% | +10.8% | -67.0% | -56.9% |
| YTD | -26.4% | -5.8% | -20.6% | -26.4% |
| 1Y | -42.2% | -2.4% | -39.8% | -42.6% |
| 3Y | -76.8% | -33.4% | -43.4% | -75.8% |
| 5Y | -96.2% | -39.4% | -56.8% | -96.0% |
| All | +15.1% | -38.1% | +53.1% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling