-55.4%
PLUG vs PBF
+90.5%
-145.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.5% | -10.9% | -10.5% |
| 7D | -23.4% | +6.5% | -29.9% | -24.0% |
| 30D | -23.4% | -20.0% | -3.5% | -21.8% |
| 3M | -51.7% | -3.3% | -48.4% | -51.8% |
| 6M | -72.0% | +76.8% | -148.8% | -73.7% |
| YTD | -43.7% | +168.9% | -212.6% | -51.3% |
| 1Y | -55.4% | +96.4% | -151.8% | -60.9% |
| All | -55.4% | +90.5% | -145.9% | -60.9% |
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