-78.4%
PLUG vs CFG
+171.1%
-249.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.1% | -4.4% | -5.7% |
| 7D | -4.9% | -2.2% | -2.8% | -3.6% |
| 30D | -27.4% | +0.4% | -27.8% | -27.5% |
| 3M | -35.7% | -12.6% | -23.1% | -30.6% |
| 6M | -59.3% | +0.6% | -60.0% | -60.2% |
| YTD | -31.5% | +12.4% | -43.9% | -37.6% |
| 1Y | -48.9% | +27.7% | -76.5% | -57.1% |
| All | -78.4% | +171.1% | -249.6% | -93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling