+20.0%
PLUG vs CG
+320.1%
-300.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.6% | -3.1% | -1.3% |
| 7D | +14.5% | +3.0% | +11.5% | +12.0% |
| 30D | -10.7% | +10.1% | -20.8% | -17.0% |
| 3M | -31.2% | -10.8% | -20.4% | -25.8% |
| 6M | -51.9% | -15.2% | -36.7% | -47.1% |
| YTD | -23.9% | -26.9% | +3.1% | -7.3% |
| 1Y | -43.4% | -17.0% | -26.4% | -37.3% |
| 3Y | -74.7% | +54.6% | -129.3% | -83.8% |
| 5Y | -96.3% | -16.7% | -79.6% | -96.3% |
| 10Y | +20.0% | +320.1% | -300.1% | -47.4% |
| All | +20.0% | +320.1% | -300.1% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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