-97.3%
PLUG vs CG
-23.0%
-74.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.0% | -11.5% | -11.3% |
| 7D | -23.4% | +0.2% | -23.6% | -23.5% |
| 30D | -23.4% | +11.2% | -34.6% | -30.2% |
| 3M | -51.7% | -22.1% | -29.7% | -41.0% |
| 6M | -72.0% | -17.9% | -54.0% | -67.8% |
| YTD | -43.7% | -31.3% | -12.4% | -25.8% |
| 1Y | -55.4% | -24.0% | -31.5% | -46.5% |
| 3Y | -68.0% | +45.0% | -113.0% | -82.3% |
| All | -97.3% | -23.0% | -74.3% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling