-7.5%
PLUG vs CFG
+224.4%
-231.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -6.8% | -0.8% | -6.1% | -6.3% |
| 30D | -16.0% | +3.1% | -19.2% | -17.4% |
| 3M | -38.7% | -9.7% | -29.0% | -35.1% |
| 6M | -61.4% | +6.7% | -68.1% | -63.3% |
| YTD | -31.0% | +15.2% | -46.1% | -37.4% |
| 1Y | -46.2% | +28.8% | -75.0% | -54.4% |
| 3Y | -61.5% | +190.1% | -251.5% | -80.3% |
| 5Y | -96.9% | +63.4% | -160.3% | -97.8% |
| 10Y | -7.5% | +219.8% | -227.2% | -59.0% |
| All | -7.5% | +224.4% | -231.9% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling