-78.4%
PLUG vs CASY
+154.8%
-233.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +2.2% | -9.7% | -7.7% |
| 7D | -4.9% | +1.8% | -6.8% | -5.1% |
| 30D | -27.4% | +11.2% | -38.6% | -28.3% |
| 3M | -35.7% | -19.1% | -16.6% | -34.4% |
| 6M | -59.3% | -19.9% | -39.4% | -58.3% |
| YTD | -31.5% | +25.2% | -56.6% | -36.0% |
| 1Y | -48.9% | +31.6% | -80.5% | -52.9% |
| All | -78.4% | +154.8% | -233.2% | -83.6% |
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