-91.9%
PLUG vs CAG
-40.1%
-51.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.8% |
| 7D | -0.9% | -3.8% | +2.9% | -1.0% |
| 30D | +3.3% | +3.1% | +0.2% | +3.3% |
| 3M | -39.7% | +23.5% | -63.2% | -39.6% |
| 6M | -12.5% | -14.8% | +2.3% | -10.7% |
| YTD | +10.2% | -5.4% | +15.6% | +10.8% |
| 1Y | +50.7% | -11.8% | +62.5% | +52.5% |
| 3Y | -74.5% | -36.7% | -37.8% | -74.1% |
| All | -91.9% | -40.1% | -51.8% | -91.3% |
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