-97.1%
PLUG vs CAG
-41.2%
-55.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.9% | -6.9% | -8.9% |
| 7D | -8.1% | -6.2% | -2.0% | -8.3% |
| 30D | -20.5% | +7.4% | -27.9% | -20.5% |
| 3M | -45.9% | -1.6% | -44.2% | -45.9% |
| 6M | -65.2% | +6.3% | -71.5% | -65.1% |
| YTD | -37.1% | -10.1% | -27.0% | -36.6% |
| 1Y | -54.6% | -10.2% | -44.3% | -54.3% |
| 3Y | -64.9% | -37.3% | -27.6% | -63.7% |
| 5Y | -97.1% | -41.6% | -55.5% | -96.9% |
| All | -97.1% | -41.2% | -55.9% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling