-59.3%
PLUG vs CART
+35.2%
-94.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.4% | -5.1% | -7.5% |
| 7D | -4.9% | +1.2% | -6.1% | -4.8% |
| 30D | -27.4% | +27.1% | -54.5% | -26.8% |
| 3M | -35.7% | +27.4% | -63.1% | -35.9% |
| 6M | -59.3% | +32.1% | -91.5% | -59.6% |
| All | -59.3% | +35.2% | -94.5% | -59.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling