+43.7%
PLUG vs CG
+359.8%
-316.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +4.0% |
| 7D | -0.9% | -4.3% | +3.4% | +2.3% |
| 30D | +3.3% | -5.1% | +8.4% | +6.9% |
| 3M | -39.7% | +8.7% | -48.4% | -44.3% |
| 6M | -12.5% | -9.2% | -3.3% | -8.5% |
| YTD | +10.2% | -18.9% | +29.0% | +24.7% |
| 1Y | +50.7% | -25.6% | +76.3% | +82.7% |
| 3Y | -74.5% | +57.3% | -131.8% | -83.6% |
| 5Y | -91.8% | +10.2% | -101.9% | -93.1% |
| All | +43.7% | +359.8% | -316.1% | -40.5% |
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