-41.4%
PLUG vs PFG
+43.7%
-85.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +2.3% |
| 7D | +14.5% | +2.3% | +12.2% | +14.0% |
| 30D | -10.7% | +7.6% | -18.3% | -12.2% |
| 3M | -31.2% | +2.5% | -33.7% | -31.9% |
| 6M | -51.9% | +16.6% | -68.5% | -55.7% |
| YTD | -23.9% | +34.1% | -57.9% | -39.5% |
| All | -41.4% | +43.7% | -85.1% | -58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling