-73.7%
PLUG vs CART
+21.6%
-95.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.9% |
| 7D | -0.9% | +1.0% | -2.0% | -1.0% |
| 30D | +3.3% | +12.6% | -9.3% | +2.5% |
| 3M | -39.7% | +23.1% | -62.8% | -40.6% |
| 6M | -12.5% | +39.5% | -52.0% | -14.3% |
| YTD | +10.2% | +13.5% | -3.4% | +8.7% |
| 1Y | +50.7% | +14.9% | +35.8% | +48.0% |
| All | -73.7% | +21.6% | -95.3% | -75.0% |
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