-97.3%
PLUG vs PFGC
+138.1%
-235.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.1% | -11.6% | -11.1% |
| 7D | -23.4% | +3.4% | -26.9% | -24.9% |
| 30D | -23.4% | +16.9% | -40.4% | -30.8% |
| 3M | -51.7% | +6.4% | -58.1% | -54.0% |
| 6M | -72.0% | +16.0% | -88.0% | -75.2% |
| YTD | -43.7% | +23.6% | -67.3% | -53.5% |
| 1Y | -55.4% | +16.6% | -72.0% | -61.7% |
| 3Y | -68.0% | +82.3% | -150.3% | -81.5% |
| All | -97.3% | +138.1% | -235.4% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling