-55.4%
PLUG vs CG
-25.8%
-29.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.0% | -11.5% | -11.0% |
| 7D | -23.4% | +0.2% | -23.6% | -23.4% |
| 30D | -23.4% | +11.2% | -34.6% | -27.3% |
| 3M | -51.7% | -22.1% | -29.7% | -45.6% |
| 6M | -72.0% | -17.9% | -54.0% | -69.1% |
| YTD | -43.7% | -31.3% | -12.4% | -31.4% |
| 1Y | -55.4% | -24.0% | -31.5% | -52.0% |
| All | -55.4% | -25.8% | -29.6% | -52.0% |
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