+15.1%
PLUG vs PFGC
+347.9%
-332.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +8.1% |
| 7D | +5.8% | +8.5% | -2.7% | +2.2% |
| 30D | -18.5% | +15.0% | -33.5% | -23.1% |
| 3M | -30.0% | -6.2% | -23.8% | -28.9% |
| 6M | -56.2% | +15.7% | -71.9% | -59.2% |
| YTD | -26.4% | +19.6% | -45.9% | -33.2% |
| 1Y | -42.2% | +13.2% | -55.4% | -46.4% |
| 3Y | -76.8% | +77.0% | -153.8% | -82.2% |
| 5Y | -96.2% | +121.5% | -217.7% | -97.3% |
| All | +15.1% | +347.9% | -332.8% | -26.6% |
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