+103.3%
PLUG vs PBF
+287.3%
-184.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.2% | -11.1% | -9.2% |
| 7D | -8.1% | +4.3% | -12.4% | -8.8% |
| 30D | -20.5% | -21.8% | +1.3% | -17.6% |
| 3M | -45.9% | +1.7% | -47.6% | -46.5% |
| 6M | -65.2% | +69.8% | -135.0% | -68.5% |
| YTD | -37.1% | +167.7% | -204.8% | -47.6% |
| 1Y | -54.6% | +89.0% | -143.5% | -60.2% |
| 3Y | -64.9% | +78.8% | -143.7% | -70.1% |
| 5Y | -97.1% | +415.4% | -512.5% | -98.0% |
| 10Y | -15.6% | +263.1% | -278.8% | -45.2% |
| All | +103.3% | +287.3% | -184.0% | +54.8% |
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