+43.7%
PLUG vs CF
+569.3%
-525.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.1% | +4.1% |
| 7D | -0.9% | +6.0% | -6.9% | -3.4% |
| 30D | +3.3% | +14.8% | -11.5% | -2.9% |
| 3M | -39.7% | +14.1% | -53.8% | -43.6% |
| 6M | -12.5% | +28.5% | -41.0% | -24.8% |
| YTD | +10.2% | +74.9% | -64.8% | -17.4% |
| 1Y | +50.7% | +61.7% | -11.0% | +16.3% |
| 3Y | -74.5% | +80.3% | -154.8% | -81.6% |
| 5Y | -91.8% | +226.0% | -317.8% | -95.8% |
| All | +43.7% | +569.3% | -525.6% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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