-6.8%
PLUG vs PFG
+192.6%
-199.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.5% | -9.2% | -9.0% |
| 7D | -2.8% | +3.0% | -5.8% | -4.7% |
| 30D | -18.5% | +8.2% | -26.6% | -22.6% |
| 3M | -35.1% | +2.7% | -37.8% | -36.6% |
| 6M | -56.1% | +17.2% | -73.3% | -61.3% |
| YTD | -30.5% | +34.8% | -65.2% | -44.5% |
| 1Y | -46.5% | +43.6% | -90.0% | -59.1% |
| 3Y | -61.2% | +85.4% | -146.6% | -75.4% |
| 5Y | -96.6% | +102.2% | -198.8% | -97.8% |
| All | -6.8% | +192.6% | -199.4% | -54.8% |
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