-46.7%
PLUG vs CG
-19.2%
-27.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.4% | -7.6% | -8.2% |
| 7D | -3.2% | +2.0% | -5.1% | -4.0% |
| 30D | -18.7% | +8.5% | -27.3% | -22.1% |
| 3M | -35.3% | -12.1% | -23.2% | -31.2% |
| 6M | -56.2% | -16.4% | -39.8% | -52.1% |
| YTD | -30.7% | -28.0% | -2.7% | -17.0% |
| 1Y | -46.7% | -18.9% | -27.8% | -47.5% |
| All | -46.7% | -19.2% | -27.5% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling