-26.5%
PLUG vs CG
+278.5%
-304.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.0% | -11.5% | -11.2% |
| 7D | -23.4% | +0.2% | -23.6% | -23.5% |
| 30D | -23.4% | +11.2% | -34.6% | -29.3% |
| 3M | -51.7% | -22.1% | -29.7% | -42.3% |
| 6M | -72.0% | -17.9% | -54.0% | -68.3% |
| YTD | -43.7% | -31.3% | -12.4% | -28.2% |
| 1Y | -55.4% | -24.0% | -31.5% | -47.4% |
| 3Y | -68.0% | +45.0% | -113.0% | -78.4% |
| 5Y | -97.4% | -22.6% | -74.8% | -97.3% |
| All | -26.5% | +278.5% | -304.9% | -64.3% |
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