-74.6%
PLUG vs CAG
-36.5%
-38.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.9% |
| 7D | -0.9% | -3.8% | +2.9% | -0.9% |
| 30D | +3.3% | +3.1% | +0.2% | +3.2% |
| 3M | -39.7% | +23.5% | -63.2% | -40.2% |
| 6M | -12.5% | -14.8% | +2.3% | -9.0% |
| YTD | +10.2% | -5.4% | +15.6% | +11.0% |
| 1Y | +50.7% | -11.8% | +62.5% | +54.3% |
| All | -74.6% | -36.5% | -38.1% | -74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling