-82.4%
PLUG vs CART
+38.4%
-120.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.4% |
| 7D | +5.8% | +3.0% | +2.9% | +5.7% |
| 30D | -18.5% | +28.6% | -47.1% | -19.6% |
| 3M | -30.0% | +29.1% | -59.0% | -31.0% |
| 6M | -56.2% | +44.7% | -100.9% | -57.3% |
| YTD | -26.4% | +29.2% | -55.6% | -27.9% |
| 1Y | -42.2% | +66.2% | -108.4% | -44.3% |
| 3Y | -76.8% | +112.8% | -189.7% | -79.7% |
| All | -82.4% | +38.4% | -120.8% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling