+14.3%
PFE vs PLUG
-78.4%
+92.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.4% | -9.0% | -1.9% |
| 7D | -3.7% | +5.8% | -9.5% | -3.9% |
| 30D | +5.0% | -18.5% | +23.5% | +5.7% |
| 3M | +12.2% | -30.0% | +42.1% | +13.4% |
| 6M | +14.6% | -56.2% | +70.8% | +17.6% |
| YTD | +24.1% | -26.4% | +50.5% | +23.8% |
| 1Y | +26.6% | -42.2% | +68.8% | +27.5% |
| 3Y | +14.3% | -76.8% | +91.2% | +11.6% |
| All | +14.3% | -78.4% | +92.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 3y: compounded portfolio wealth divided by compounded PLUG 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…
3y analysis · Full analysis span regression · 6 months rolling