+15.1%
PLUG vs CF
+561.7%
-546.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +7.1% |
| 7D | +5.8% | -3.2% | +9.0% | +6.7% |
| 30D | -18.5% | +4.3% | -22.9% | -20.5% |
| 3M | -30.0% | +2.8% | -32.8% | -31.9% |
| 6M | -56.2% | +0.6% | -56.8% | -57.6% |
| YTD | -26.4% | +56.6% | -83.0% | -43.0% |
| 1Y | -42.2% | +49.6% | -91.8% | -54.4% |
| 3Y | -76.8% | +61.5% | -138.3% | -82.8% |
| 5Y | -96.2% | +124.0% | -220.2% | -97.7% |
| All | +15.1% | +561.7% | -546.6% | -55.1% |
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