-98.2%
PLUG vs PFG
+960.1%
-1,058.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.3% |
| 7D | +5.8% | -0.6% | +6.5% | +6.2% |
| 30D | -18.5% | +2.0% | -20.5% | -19.4% |
| 3M | -30.0% | -3.2% | -26.8% | -29.2% |
| 6M | -56.2% | +10.9% | -67.1% | -58.9% |
| YTD | -26.4% | +28.8% | -55.2% | -36.2% |
| 1Y | -42.2% | +39.2% | -81.4% | -51.8% |
| 3Y | -76.8% | +75.0% | -151.9% | -82.9% |
| 5Y | -96.2% | +91.9% | -188.2% | -97.2% |
| 10Y | +2.1% | +202.3% | -200.2% | -42.5% |
| All | -98.2% | +960.1% | -1,058.3% | -99.6% |
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