-6.8%
PLUG vs PBF
+241.7%
-248.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.2% | -3.4% | -7.8% |
| 7D | -2.8% | -15.3% | +12.5% | -0.1% |
| 30D | -18.5% | -21.8% | +3.3% | -15.3% |
| 3M | -35.1% | -0.2% | -34.9% | -35.6% |
| 6M | -56.1% | +63.6% | -119.7% | -60.3% |
| YTD | -30.5% | +147.5% | -178.0% | -42.2% |
| 1Y | -46.5% | +69.8% | -116.3% | -52.7% |
| 3Y | -61.2% | +65.3% | -126.5% | -67.0% |
| 5Y | -96.6% | +393.4% | -490.0% | -97.7% |
| All | -6.8% | +241.7% | -248.5% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling