+79.0%
FDX vs PLUG
-96.6%
+175.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.5% | +3.7% | -3.3% |
| 7D | +2.9% | -4.9% | +7.8% | +3.3% |
| 30D | +9.6% | -27.4% | +37.0% | +12.1% |
| 3M | +2.4% | -35.7% | +38.1% | +5.5% |
| 6M | +9.2% | -59.3% | +68.6% | +15.8% |
| YTD | +37.7% | -31.5% | +69.2% | +38.4% |
| 1Y | +56.1% | -48.9% | +105.0% | +60.2% |
| 3Y | +68.9% | -79.6% | +148.5% | +72.7% |
| 5Y | +79.0% | -96.5% | +175.4% | +121.6% |
| All | +79.0% | -96.6% | +175.6% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling