-20.6%
PFE vs PLUG
-96.6%
+76.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.5% | +4.6% | -2.7% |
| 7D | -0.2% | -4.9% | +4.7% | -0.1% |
| 30D | +8.7% | -27.4% | +36.1% | +9.8% |
| 3M | +15.8% | -35.7% | +51.5% | +17.3% |
| 6M | +16.8% | -59.3% | +76.2% | +20.0% |
| YTD | +26.2% | -31.5% | +57.7% | +26.3% |
| 1Y | +29.9% | -48.9% | +78.8% | +31.4% |
| 3Y | +15.9% | -79.6% | +95.5% | +15.4% |
| 5Y | -20.6% | -96.5% | +75.9% | -27.8% |
| All | -20.6% | -96.6% | +76.0% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling