-74.7%
PLUG vs CASY
+155.2%
-229.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.8% | +3.4% |
| 7D | +14.5% | +3.6% | +10.9% | +14.1% |
| 30D | -10.7% | +7.2% | -17.9% | -11.4% |
| 3M | -31.2% | -16.9% | -14.3% | -30.0% |
| 6M | -51.9% | -19.3% | -32.6% | -50.8% |
| YTD | -23.9% | +25.6% | -49.5% | -28.9% |
| 1Y | -43.4% | +30.2% | -73.5% | -47.7% |
| 3Y | -74.7% | +154.9% | -229.6% | -80.8% |
| All | -74.7% | +155.2% | -229.9% | -80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling