+358.9%
FERG vs PLUG
+56.9%
+302.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.1% | -1.1% |
| 7D | +3.4% | +8.1% | -4.8% | +3.0% |
| 30D | -11.5% | +3.7% | -15.2% | -11.7% |
| 3M | +1.3% | -29.2% | +30.4% | +2.7% |
| 6M | -1.0% | +6.1% | -7.1% | -1.9% |
| YTD | +3.2% | +14.7% | -11.5% | +1.4% |
| 1Y | -3.0% | +56.9% | -59.9% | -6.9% |
| 3Y | +55.0% | -71.6% | +126.6% | +52.7% |
| 5Y | +72.6% | -91.0% | +163.7% | +74.9% |
| 10Y | +358.9% | +55.9% | +303.1% | +352.0% |
| All | +358.9% | +56.9% | +302.0% | +352.0% |
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 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