-42.1%
PLUG vs PFG
+46.8%
-88.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +2.6% |
| 7D | +2.8% | +4.9% | -2.1% | +1.7% |
| 30D | -22.8% | +5.7% | -28.4% | -23.7% |
| 3M | -32.4% | +2.6% | -35.0% | -33.1% |
| 6M | -53.4% | +19.8% | -73.1% | -57.1% |
| YTD | -25.9% | +36.3% | -62.2% | -39.6% |
| 1Y | -42.1% | +47.9% | -89.9% | -57.7% |
| All | -42.1% | +46.8% | -88.9% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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