-91.9%
PLUG vs CG
+10.1%
-102.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +4.2% |
| 7D | -0.9% | -4.3% | +3.4% | +2.7% |
| 30D | +3.3% | -5.1% | +8.4% | +7.3% |
| 3M | -39.7% | +8.7% | -48.4% | -45.0% |
| 6M | -12.5% | -9.2% | -3.3% | -8.0% |
| YTD | +10.2% | -18.9% | +29.0% | +26.7% |
| 1Y | +50.7% | -25.6% | +76.3% | +87.5% |
| 3Y | -74.5% | +57.3% | -131.8% | -86.3% |
| All | -91.9% | +10.1% | -102.0% | -93.8% |
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