-97.3%
PLUG vs PFG
+1,015.3%
-1,112.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +3.6% |
| 7D | -0.9% | +5.5% | -6.4% | -3.7% |
| 30D | +3.3% | +2.4% | +1.0% | +1.8% |
| 3M | -39.7% | +13.6% | -53.3% | -44.1% |
| 6M | -12.5% | +27.9% | -40.4% | -23.6% |
| YTD | +10.2% | +35.6% | -25.4% | -6.8% |
| 1Y | +50.7% | +48.5% | +2.2% | +22.1% |
| 3Y | -74.5% | +66.9% | -141.4% | -80.5% |
| 5Y | -91.8% | +111.0% | -202.7% | -94.2% |
| 10Y | +43.7% | +244.5% | -200.8% | -23.8% |
| All | -97.3% | +1,015.3% | -1,112.6% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling