-60.8%
PLUG vs PBF
+75.3%
-136.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -1.7% |
| 7D | -6.8% | -4.0% | -2.9% | -6.2% |
| 30D | -16.0% | -18.0% | +1.9% | -13.4% |
| 3M | -38.7% | +0.9% | -39.7% | -39.5% |
| 6M | -61.4% | +65.7% | -127.1% | -65.4% |
| YTD | -31.0% | +161.9% | -192.8% | -44.8% |
| 1Y | -46.2% | +77.8% | -124.0% | -53.5% |
| All | -60.8% | +75.3% | -136.1% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling