-76.8%
PLUG vs PFG
+72.1%
-148.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.4% |
| 7D | +5.8% | -0.6% | +6.5% | +6.3% |
| 30D | -18.5% | +2.0% | -20.5% | -19.4% |
| 3M | -30.0% | -3.2% | -26.8% | -29.0% |
| 6M | -56.2% | +10.9% | -67.1% | -59.9% |
| YTD | -26.4% | +28.8% | -55.2% | -40.0% |
| 1Y | -42.2% | +39.2% | -81.4% | -55.4% |
| 3Y | -76.8% | +75.0% | -151.9% | -90.5% |
| All | -76.8% | +72.1% | -148.9% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling