-96.5%
PLUG vs PFG
+91.4%
-187.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.9% |
| 7D | +5.8% | -0.6% | +6.5% | +6.4% |
| 30D | -18.5% | +2.0% | -20.5% | -20.1% |
| 3M | -30.0% | -3.2% | -26.8% | -28.7% |
| 6M | -56.2% | +10.9% | -67.1% | -61.5% |
| YTD | -26.4% | +28.8% | -55.2% | -44.8% |
| 1Y | -42.2% | +39.2% | -81.4% | -59.9% |
| 3Y | -76.8% | +75.0% | -151.9% | -88.4% |
| All | -96.5% | +91.4% | -187.9% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling