-76.8%
PLUG vs CFG
+168.6%
-245.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +7.9% |
| 7D | +5.8% | -0.9% | +6.7% | +6.4% |
| 30D | -18.5% | +1.1% | -19.6% | -19.0% |
| 3M | -30.0% | -12.0% | -18.0% | -24.7% |
| 6M | -56.2% | -2.2% | -54.0% | -56.3% |
| YTD | -26.4% | +11.4% | -37.8% | -32.6% |
| 1Y | -42.2% | +27.8% | -70.1% | -51.6% |
| 3Y | -76.8% | +173.3% | -250.1% | -93.2% |
| All | -76.8% | +168.6% | -245.5% | -93.2% |
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 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