-92.6%
PLUG vs CRBG
+117.3%
-209.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.1% |
| 7D | -3.2% | +0.6% | -3.8% | -3.6% |
| 30D | -8.3% | +2.6% | -10.9% | -9.7% |
| 3M | -25.8% | +24.0% | -49.8% | -34.0% |
| 6M | -5.8% | +50.5% | -56.3% | -25.0% |
| YTD | +6.6% | +17.1% | -10.5% | -3.3% |
| 1Y | +39.1% | +5.9% | +33.2% | +33.1% |
| 3Y | -73.7% | +122.7% | -196.4% | -85.7% |
| All | -92.6% | +117.3% | -209.9% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 all: compounded portfolio wealth divided by compounded CRBG 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…
all analysis · Full analysis span regression · 6 months rolling