-96.5%
PLUG vs CFG
+61.2%
-157.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +8.1% |
| 7D | +5.8% | -0.9% | +6.7% | +6.5% |
| 30D | -18.5% | +1.1% | -19.6% | -19.1% |
| 3M | -30.0% | -12.0% | -18.0% | -23.3% |
| 6M | -56.2% | -2.2% | -54.0% | -56.4% |
| YTD | -26.4% | +11.4% | -37.8% | -33.9% |
| 1Y | -42.2% | +27.8% | -70.1% | -53.4% |
| 3Y | -76.8% | +173.3% | -250.1% | -90.9% |
| All | -96.5% | +61.2% | -157.7% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling