-26.5%
PLUG vs PFG
+184.0%
-210.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.5% | -11.0% | -10.8% |
| 7D | -23.4% | +2.4% | -25.8% | -24.6% |
| 30D | -23.4% | +5.9% | -29.3% | -26.3% |
| 3M | -51.7% | -0.4% | -51.3% | -51.9% |
| 6M | -72.0% | +14.8% | -86.8% | -74.9% |
| YTD | -43.7% | +31.9% | -75.6% | -54.4% |
| 1Y | -55.4% | +38.8% | -94.2% | -65.1% |
| 3Y | -68.0% | +82.4% | -150.4% | -79.5% |
| 5Y | -97.4% | +94.7% | -192.1% | -98.3% |
| All | -26.5% | +184.0% | -210.5% | -63.9% |
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