+20.0%
PLUG vs CFG
+248.3%
-228.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.5% | +1.7% |
| 7D | +14.5% | +0.3% | +14.2% | +14.4% |
| 30D | -10.7% | +3.2% | -13.9% | -12.3% |
| 3M | -31.2% | -9.7% | -21.5% | -27.1% |
| 6M | -51.9% | +3.6% | -55.6% | -53.7% |
| YTD | -23.9% | +14.7% | -38.5% | -30.8% |
| 1Y | -43.4% | +29.6% | -73.0% | -52.2% |
| 3Y | -74.7% | +190.6% | -265.3% | -87.2% |
| 5Y | -96.3% | +67.1% | -163.4% | -97.4% |
| 10Y | +20.0% | +237.0% | -217.0% | -50.6% |
| All | +20.0% | +248.3% | -228.3% | -50.6% |
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