+52.8%
PLUG vs PFG
+246.6%
-193.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +3.9% |
| 7D | -0.9% | +5.5% | -6.4% | -4.7% |
| 30D | +3.3% | +2.4% | +1.0% | +1.3% |
| 3M | -39.7% | +13.6% | -53.3% | -45.5% |
| 6M | -12.5% | +27.9% | -40.4% | -27.1% |
| YTD | +10.2% | +35.6% | -25.4% | -12.2% |
| 1Y | +50.7% | +48.5% | +2.2% | +13.3% |
| 3Y | -74.5% | +66.9% | -141.4% | -82.5% |
| 5Y | -91.8% | +111.0% | -202.7% | -94.9% |
| All | +52.8% | +246.6% | -193.8% | -32.6% |
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