+1.1%
PLUG vs PFG
+195.4%
-194.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.5% | -9.5% | -9.3% |
| 7D | -3.2% | +3.0% | -6.1% | -5.0% |
| 30D | -18.7% | +8.2% | -26.9% | -22.9% |
| 3M | -35.3% | +2.7% | -38.0% | -36.9% |
| 6M | -56.2% | +17.2% | -73.5% | -61.4% |
| YTD | -30.7% | +34.8% | -65.5% | -44.7% |
| 1Y | -46.7% | +43.6% | -90.2% | -59.2% |
| 3Y | -61.3% | +85.4% | -146.8% | -75.4% |
| 5Y | -96.6% | +102.2% | -198.8% | -97.8% |
| 10Y | +1.1% | +190.2% | -189.1% | -48.7% |
| All | +1.1% | +195.4% | -194.3% | -48.7% |
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 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