-42.2%
PLUG vs CG
-21.8%
-20.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.7% |
| 7D | +5.8% | -1.2% | +7.0% | +6.6% |
| 30D | -18.5% | +5.0% | -23.6% | -20.6% |
| 3M | -30.0% | -18.2% | -11.8% | -22.8% |
| 6M | -56.2% | -20.7% | -35.5% | -50.7% |
| YTD | -26.4% | -31.4% | +5.0% | -9.6% |
| 1Y | -42.2% | -22.3% | -20.0% | -42.0% |
| All | -42.2% | -21.8% | -20.4% | -42.0% |
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