-42.1%
PLUG vs CFG
+34.2%
-76.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +2.6% |
| 7D | +2.8% | +1.8% | +1.0% | +2.1% |
| 30D | -22.8% | +3.3% | -26.0% | -23.8% |
| 3M | -32.4% | -9.8% | -22.6% | -29.9% |
| 6M | -53.4% | +5.2% | -58.5% | -55.4% |
| YTD | -25.9% | +16.1% | -42.0% | -34.8% |
| 1Y | -42.1% | +33.7% | -75.7% | -59.1% |
| All | -42.1% | +34.2% | -76.3% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling