-26.5%
PLUG vs CASY
+555.0%
-581.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.8% | -11.3% | -10.8% |
| 7D | -23.4% | +3.6% | -27.0% | -24.5% |
| 30D | -23.4% | +9.1% | -32.5% | -26.1% |
| 3M | -51.7% | -16.5% | -35.2% | -48.9% |
| 6M | -72.0% | -19.7% | -52.3% | -70.4% |
| YTD | -43.7% | +29.3% | -72.9% | -51.9% |
| 1Y | -55.4% | +33.1% | -88.6% | -62.7% |
| 3Y | -68.0% | +158.5% | -226.5% | -81.4% |
| 5Y | -97.4% | +266.7% | -364.1% | -98.8% |
| All | -26.5% | +555.0% | -581.5% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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