+149.2%
FDX vs PLUG
+6.6%
+142.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.4% | -10.1% | -3.4% |
| 7D | -1.6% | +5.8% | -7.5% | -2.2% |
| 30D | +6.6% | -18.5% | +25.1% | +8.3% |
| 3M | -2.1% | -30.0% | +27.9% | +0.6% |
| 6M | +2.2% | -56.2% | +58.4% | +8.6% |
| YTD | +33.9% | -26.4% | +60.3% | +34.0% |
| 1Y | +50.2% | -42.2% | +92.5% | +53.1% |
| 3Y | +65.5% | -76.8% | +142.4% | +64.9% |
| 5Y | +74.1% | -96.2% | +170.3% | +101.0% |
| All | +149.2% | +6.6% | +142.6% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling