-76.7%
PLUG vs CF
+47.5%
-124.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +4.5% |
| 7D | +2.8% | -6.9% | +9.7% | +4.2% |
| 30D | -22.8% | -3.7% | -19.0% | -22.4% |
| 3M | -32.4% | -5.0% | -27.5% | -32.3% |
| 6M | -53.4% | -10.5% | -42.9% | -52.9% |
| YTD | -25.9% | +46.5% | -72.4% | -41.6% |
| 1Y | -42.1% | +34.8% | -76.9% | -52.5% |
| All | -76.7% | +47.5% | -124.2% | -84.1% |
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 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