+52.8%
PLUG vs PFGC
+283.5%
-230.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.4% | +3.0% |
| 7D | -0.9% | -2.2% | +1.3% | -0.1% |
| 30D | +3.3% | -11.9% | +15.3% | +8.1% |
| 3M | -39.7% | +5.0% | -44.7% | -41.4% |
| 6M | -12.5% | +8.6% | -21.1% | -16.2% |
| YTD | +10.2% | +9.7% | +0.5% | +4.0% |
| 1Y | +50.7% | -6.3% | +57.0% | +51.4% |
| 3Y | -74.5% | +58.2% | -132.7% | -79.4% |
| 5Y | -91.8% | +110.4% | -202.2% | -94.0% |
| All | +52.8% | +283.5% | -230.7% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling