-78.4%
PLUG vs CART
+111.7%
-190.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.4% | -5.1% | -7.5% |
| 7D | -4.9% | +1.2% | -6.1% | -4.9% |
| 30D | -27.4% | +27.1% | -54.5% | -27.7% |
| 3M | -35.7% | +27.4% | -63.1% | -36.1% |
| 6M | -59.3% | +32.1% | -91.5% | -59.7% |
| YTD | -31.5% | +28.5% | -60.0% | -32.2% |
| 1Y | -48.9% | +58.8% | -107.7% | -49.6% |
| All | -78.4% | +111.7% | -190.1% | -80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling