-42.1%
PLUG vs PBF
+120.1%
-162.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.7% | +10.2% | +4.1% |
| 7D | +2.8% | -0.9% | +3.7% | +2.8% |
| 30D | -22.8% | -13.7% | -9.0% | -21.9% |
| 3M | -32.4% | +10.6% | -43.0% | -33.5% |
| 6M | -53.4% | +61.2% | -114.5% | -55.3% |
| YTD | -25.9% | +172.7% | -198.6% | -32.7% |
| 1Y | -42.1% | +111.0% | -153.1% | -48.9% |
| All | -42.1% | +120.1% | -162.1% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling