-42.1%
PLUG vs PFGC
+12.5%
-54.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +13.5% | -10.0% | +3.8% |
| 7D | +2.8% | +13.9% | -11.0% | +2.9% |
| 30D | -22.8% | +18.4% | -41.1% | -22.6% |
| 3M | -32.4% | -2.5% | -29.9% | -32.7% |
| 6M | -53.4% | +26.0% | -79.4% | -54.6% |
| YTD | -25.9% | +21.9% | -47.7% | -29.7% |
| 1Y | -42.1% | +13.4% | -55.4% | -42.2% |
| All | -42.1% | +12.5% | -54.5% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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