+137.7%
PLUG vs PBF
+265.5%
-127.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +0.4% |
| 7D | +5.8% | -13.8% | +19.6% | +8.2% |
| 30D | -18.5% | -19.6% | +1.1% | -16.1% |
| 3M | -30.0% | +10.3% | -40.2% | -31.7% |
| 6M | -56.2% | +63.4% | -119.6% | -60.1% |
| YTD | -26.4% | +152.6% | -179.0% | -38.2% |
| 1Y | -42.2% | +87.4% | -129.6% | -49.4% |
| 3Y | -76.8% | +63.3% | -140.1% | -80.1% |
| 5Y | -96.2% | +412.5% | -508.7% | -97.4% |
| 10Y | +2.1% | +282.5% | -280.4% | -33.7% |
| All | +137.7% | +265.5% | -127.7% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling