+70.0%
FDX vs PLUG
-96.4%
+166.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.4% | -10.1% | -3.3% |
| 7D | -1.6% | +5.8% | -7.5% | -2.1% |
| 30D | +6.6% | -18.5% | +25.1% | +8.1% |
| 3M | -2.1% | -30.0% | +27.9% | +0.2% |
| 6M | +2.2% | -56.2% | +58.4% | +7.7% |
| YTD | +33.9% | -26.4% | +60.3% | +33.9% |
| 1Y | +50.2% | -42.2% | +92.5% | +52.6% |
| 3Y | +65.5% | -76.8% | +142.4% | +66.9% |
| All | +70.0% | -96.4% | +166.4% | +108.2% |
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 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