+1,069.9%
FDX vs PLUG
-98.6%
+1,168.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.8% |
| 7D | -2.5% | -0.9% | -1.6% | -2.5% |
| 30D | +3.8% | +3.3% | +0.5% | +3.4% |
| 3M | -1.3% | -39.7% | +38.4% | +2.0% |
| 6M | +5.0% | -12.5% | +17.5% | +4.9% |
| YTD | +39.6% | +10.2% | +29.5% | +36.1% |
| 1Y | +81.1% | +50.7% | +30.4% | +69.8% |
| 3Y | +63.0% | -74.5% | +137.5% | +61.2% |
| 5Y | +65.6% | -91.8% | +157.4% | +72.2% |
| 10Y | +183.4% | +43.7% | +139.6% | +118.4% |
| All | +1,069.9% | -98.6% | +1,168.5% | +706.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling