+494.6%
FERG vs PLUG
+25.0%
+469.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.4% | +7.8% | +11.1% |
| 7D | +7.3% | +14.5% | -7.2% | +6.7% |
| 30D | +18.1% | -10.7% | +28.8% | +18.7% |
| 3M | +1.6% | -31.2% | +32.8% | +3.2% |
| 6M | +8.5% | -51.9% | +60.4% | +11.7% |
| YTD | +18.6% | -23.9% | +42.4% | +18.6% |
| 1Y | +5.7% | -43.4% | +49.1% | +7.1% |
| 3Y | +74.0% | -74.7% | +148.7% | +72.5% |
| 5Y | +83.9% | -96.3% | +180.2% | +90.5% |
| 10Y | +494.6% | +20.0% | +474.6% | +502.0% |
| All | +494.6% | +25.0% | +469.6% | +502.0% |
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