-42.2%
PLUG vs CAG
-4.1%
-38.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +6.7% |
| 7D | +5.8% | +5.8% | 0.0% | +8.2% |
| 30D | -18.5% | +16.4% | -34.9% | -13.3% |
| 3M | -30.0% | +3.8% | -33.8% | -28.7% |
| 6M | -56.2% | +10.8% | -67.0% | -53.1% |
| YTD | -26.4% | -5.8% | -20.6% | -27.1% |
| 1Y | -42.2% | -2.4% | -39.8% | -44.5% |
| All | -42.2% | -4.1% | -38.1% | -44.5% |
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