+42.9%
FANG vs PLUG
+45.6%
-2.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.7% | -1.9% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | +7.6% | +3.3% | +4.3% | +7.5% |
| 3M | -1.3% | -39.7% | +38.4% | -0.3% |
| 6M | +14.7% | -12.5% | +27.2% | +14.8% |
| YTD | +34.8% | +10.2% | +24.6% | +34.1% |
| 1Y | +42.9% | +50.7% | -7.8% | +42.0% |
| All | +42.9% | +45.6% | -2.7% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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