-96.5%
PLUG vs CASY
+250.1%
-346.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.5% |
| 7D | +5.8% | +1.1% | +4.7% | +5.5% |
| 30D | -18.5% | +8.7% | -27.2% | -20.7% |
| 3M | -30.0% | -17.3% | -12.6% | -26.6% |
| 6M | -56.2% | -19.7% | -36.5% | -54.0% |
| YTD | -26.4% | +24.8% | -51.2% | -35.8% |
| 1Y | -42.2% | +31.9% | -74.1% | -51.1% |
| 3Y | -76.8% | +155.4% | -232.2% | -86.9% |
| All | -96.5% | +250.1% | -346.6% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling