-83.6%
PLUG vs CART
+37.6%
-121.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.4% | -5.1% | -7.4% |
| 7D | -4.9% | +1.2% | -6.1% | -5.0% |
| 30D | -27.4% | +27.1% | -54.5% | -28.3% |
| 3M | -35.7% | +27.4% | -63.1% | -36.7% |
| 6M | -59.3% | +32.1% | -91.5% | -60.1% |
| YTD | -31.5% | +28.5% | -60.0% | -32.8% |
| 1Y | -48.9% | +58.8% | -107.7% | -50.6% |
| 3Y | -79.6% | +114.8% | -194.4% | -82.3% |
| All | -83.6% | +37.6% | -121.2% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling