-76.8%
PLUG vs CAG
-34.1%
-42.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +7.3% |
| 7D | +5.8% | +5.8% | 0.0% | +6.2% |
| 30D | -18.5% | +16.4% | -34.9% | -17.9% |
| 3M | -30.0% | +3.8% | -33.8% | -29.7% |
| 6M | -56.2% | +10.8% | -67.0% | -55.7% |
| YTD | -26.4% | -5.8% | -20.6% | -25.6% |
| 1Y | -42.2% | -2.4% | -39.8% | -42.1% |
| 3Y | -76.8% | -33.4% | -43.4% | -84.4% |
| All | -76.8% | -34.1% | -42.8% | -84.4% |
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 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