-17.9%
PLUG vs PFG
+182.5%
-200.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.5% | -7.3% | -7.8% |
| 7D | -8.1% | +0.1% | -8.3% | -8.3% |
| 30D | -20.5% | +5.0% | -25.5% | -23.0% |
| 3M | -45.9% | +0.1% | -45.9% | -46.2% |
| 6M | -65.2% | +13.8% | -78.9% | -68.6% |
| YTD | -37.1% | +31.2% | -68.3% | -48.9% |
| 1Y | -54.6% | +37.1% | -91.6% | -64.1% |
| 3Y | -64.9% | +80.6% | -145.5% | -77.3% |
| 5Y | -97.1% | +93.7% | -190.8% | -98.1% |
| All | -17.9% | +182.5% | -200.4% | -59.5% |
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