-78.4%
PLUG vs CF
+56.6%
-135.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +6.2% | -13.7% | -8.8% |
| 7D | -4.9% | +0.4% | -5.3% | -5.2% |
| 30D | -27.4% | +2.2% | -29.6% | -28.0% |
| 3M | -35.7% | +2.1% | -37.8% | -36.7% |
| 6M | -59.3% | -6.5% | -52.8% | -59.3% |
| YTD | -31.5% | +55.6% | -87.0% | -46.7% |
| 1Y | -48.9% | +42.3% | -91.2% | -58.5% |
| All | -78.4% | +56.6% | -135.1% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling