-98.6%
PLUG vs CAG
+114.0%
-212.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.1% |
| 7D | -0.9% | -3.8% | +2.9% | +0.1% |
| 30D | +3.3% | +3.1% | +0.2% | +2.4% |
| 3M | -39.7% | +23.5% | -63.2% | -43.5% |
| 6M | -12.5% | -14.8% | +2.3% | -9.7% |
| YTD | +10.2% | -5.4% | +15.6% | +9.5% |
| 1Y | +50.7% | -11.8% | +62.5% | +52.7% |
| 3Y | -74.5% | -36.7% | -37.8% | -71.9% |
| 5Y | -91.8% | -40.3% | -51.5% | -91.0% |
| 10Y | +43.7% | -37.0% | +80.7% | +44.5% |
| All | -98.6% | +114.0% | -212.6% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling