+43.7%
PLUG vs CASY
+505.6%
-461.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.2% | +3.0% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +3.3% | -11.3% | +14.7% | +7.7% |
| 3M | -39.7% | -0.6% | -39.1% | -40.9% |
| 6M | -12.5% | +10.7% | -23.2% | -18.7% |
| YTD | +10.2% | +37.1% | -27.0% | -7.2% |
| 1Y | +50.7% | +52.3% | -1.6% | +20.1% |
| 3Y | -74.5% | +215.2% | -289.7% | -86.3% |
| 5Y | -91.8% | +276.5% | -368.3% | -96.0% |
| All | +43.7% | +505.6% | -461.9% | -40.1% |
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