+15.1%
PLUG vs CG
+290.3%
-275.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.9% |
| 7D | +5.8% | -1.2% | +7.0% | +6.7% |
| 30D | -18.5% | +5.0% | -23.6% | -21.6% |
| 3M | -30.0% | -18.2% | -11.8% | -19.5% |
| 6M | -56.2% | -20.7% | -35.5% | -49.3% |
| YTD | -26.4% | -31.4% | +5.0% | -6.1% |
| 1Y | -42.2% | -22.3% | -20.0% | -32.9% |
| 3Y | -76.8% | +50.2% | -127.0% | -84.9% |
| 5Y | -96.2% | -22.1% | -74.2% | -96.0% |
| All | +15.1% | +290.3% | -275.2% | -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