-60.5%
PLUG vs PFGC
+82.3%
-142.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.5% |
| 7D | -2.8% | +15.0% | -17.9% | -6.5% |
| 30D | -18.5% | +17.0% | -35.4% | -22.1% |
| 3M | -35.1% | -2.5% | -32.6% | -34.7% |
| 6M | -56.1% | +19.2% | -75.3% | -59.2% |
| YTD | -30.5% | +23.4% | -53.9% | -37.5% |
| 1Y | -46.5% | +13.9% | -60.3% | -49.9% |
| All | -60.5% | +82.3% | -142.8% | -75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling