+424.2%
FERG vs PLUG
-25.0%
+449.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.5% | +11.1% | +1.1% |
| 7D | +9.7% | -23.4% | +33.2% | +11.1% |
| 30D | +15.0% | -23.4% | +38.5% | +16.4% |
| 3M | +3.8% | -51.7% | +55.5% | +7.0% |
| 6M | +10.6% | -72.0% | +82.6% | +16.6% |
| YTD | +17.0% | -43.7% | +60.6% | +18.6% |
| 1Y | +7.1% | -55.4% | +62.5% | +9.6% |
| 3Y | +67.7% | -68.0% | +135.8% | +65.7% |
| 5Y | +76.4% | -97.4% | +173.8% | +84.7% |
| All | +424.2% | -25.0% | +449.2% | +447.1% |
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