-26.5%
PLUG vs PBF
+260.7%
-287.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.5% | -10.9% | -10.6% |
| 7D | -23.4% | +6.5% | -29.9% | -24.3% |
| 30D | -23.4% | -20.0% | -3.5% | -20.8% |
| 3M | -51.7% | -3.3% | -48.4% | -51.9% |
| 6M | -72.0% | +76.8% | -148.8% | -75.0% |
| YTD | -43.7% | +168.9% | -212.6% | -53.9% |
| 1Y | -55.4% | +96.4% | -151.8% | -61.6% |
| 3Y | -68.0% | +77.2% | -145.2% | -73.1% |
| 5Y | -97.4% | +417.7% | -515.2% | -98.3% |
| All | -26.5% | +260.7% | -287.2% | -48.2% |
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