-7.5%
PLUG vs CRL
+358.0%
-365.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | -6.8% | +5.0% | -11.9% | -9.4% |
| 30D | -16.0% | +13.5% | -29.6% | -22.8% |
| 3M | -38.7% | +21.5% | -60.3% | -46.3% |
| 6M | -61.4% | +103.4% | -164.8% | -76.5% |
| YTD | -31.0% | +71.8% | -102.8% | -54.7% |
| 1Y | -46.2% | +97.5% | -143.8% | -68.1% |
| 3Y | -61.5% | +99.2% | -160.7% | -79.6% |
| 5Y | -96.9% | -12.1% | -84.7% | -97.0% |
| 10Y | -7.5% | +359.2% | -366.7% | -67.7% |
| All | -7.5% | +358.0% | -365.5% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling