-97.1%
PLUG vs CFG
+61.9%
-159.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.0% | -8.2% |
| 7D | -8.1% | +1.6% | -9.8% | -9.2% |
| 30D | -20.5% | +3.3% | -23.8% | -22.2% |
| 3M | -45.9% | -11.5% | -34.3% | -40.9% |
| 6M | -65.2% | +6.2% | -71.4% | -67.4% |
| YTD | -37.1% | +14.3% | -51.3% | -44.4% |
| 1Y | -54.6% | +26.7% | -81.3% | -63.0% |
| 3Y | -64.9% | +187.8% | -252.6% | -86.6% |
| 5Y | -97.1% | +61.3% | -158.4% | -98.4% |
| All | -97.1% | +61.9% | -159.0% | -98.4% |
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