-6.8%
PLUG vs CG
+304.6%
-311.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.2% | -7.6% |
| 7D | -2.8% | +2.0% | -4.8% | -4.2% |
| 30D | -18.5% | +8.5% | -27.0% | -23.3% |
| 3M | -35.1% | -12.1% | -22.9% | -29.1% |
| 6M | -56.1% | -16.4% | -39.7% | -51.1% |
| YTD | -30.5% | -28.0% | -2.5% | -14.4% |
| 1Y | -46.5% | -18.9% | -27.6% | -39.7% |
| 3Y | -61.2% | +51.2% | -112.4% | -74.6% |
| 5Y | -96.6% | -15.9% | -80.7% | -96.6% |
| All | -6.8% | +304.6% | -311.4% | -56.2% |
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