-54.8%
PLUG vs PFG
+38.8%
-93.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.5% | -7.7% | -8.7% |
| 7D | -8.5% | +0.1% | -8.7% | -8.6% |
| 30D | -20.8% | +5.0% | -25.8% | -21.5% |
| 3M | -46.1% | +0.1% | -46.1% | -46.2% |
| 6M | -65.3% | +13.8% | -79.1% | -67.7% |
| YTD | -37.3% | +31.2% | -68.6% | -49.5% |
| 1Y | -54.8% | +37.1% | -91.8% | -66.4% |
| All | -54.8% | +38.8% | -93.6% | -66.4% |
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