+20.0%
PLUG vs PFG
+203.0%
-183.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +0.8% |
| 7D | +14.5% | +2.3% | +12.2% | +12.8% |
| 30D | -10.7% | +7.6% | -18.3% | -15.0% |
| 3M | -31.2% | +2.5% | -33.7% | -32.8% |
| 6M | -51.9% | +16.6% | -68.5% | -57.4% |
| YTD | -23.9% | +34.1% | -57.9% | -39.0% |
| 1Y | -43.4% | +44.1% | -87.5% | -56.8% |
| 3Y | -74.7% | +86.3% | -161.0% | -84.1% |
| 5Y | -96.3% | +101.6% | -197.9% | -97.7% |
| 10Y | +20.0% | +197.9% | -177.9% | -41.4% |
| All | +20.0% | +203.0% | -183.0% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling