-42.2%
PLUG vs PFGC
+13.7%
-55.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +7.3% |
| 7D | +5.8% | +8.5% | -2.7% | +5.8% |
| 30D | -18.5% | +15.0% | -33.5% | -18.5% |
| 3M | -30.0% | -6.2% | -23.8% | -30.4% |
| 6M | -56.2% | +15.7% | -71.9% | -57.1% |
| YTD | -26.4% | +19.6% | -45.9% | -30.3% |
| 1Y | -42.2% | +13.2% | -55.4% | -43.4% |
| All | -42.2% | +13.7% | -55.9% | -43.4% |
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