-26.5%
PLUG vs CFG
+216.2%
-242.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.6% | -11.1% | -10.8% |
| 7D | -23.4% | +3.2% | -26.6% | -24.8% |
| 30D | -23.4% | +5.1% | -28.6% | -25.6% |
| 3M | -51.7% | -11.2% | -40.5% | -48.4% |
| 6M | -72.0% | +9.6% | -81.5% | -73.7% |
| YTD | -43.7% | +15.0% | -58.6% | -48.9% |
| 1Y | -55.4% | +29.9% | -85.3% | -62.4% |
| 3Y | -68.0% | +192.1% | -260.1% | -83.7% |
| 5Y | -97.4% | +62.3% | -159.7% | -98.2% |
| All | -26.5% | +216.2% | -242.7% | -66.2% |
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