+65.0%
FERG vs PLUG
-96.4%
+161.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.4% | -8.2% | -1.4% |
| 7D | -2.1% | +5.8% | -7.9% | -2.6% |
| 30D | +8.7% | -18.5% | +27.2% | +10.2% |
| 3M | -7.4% | -30.0% | +22.5% | -5.1% |
| 6M | -6.6% | -56.2% | +49.6% | -1.4% |
| YTD | +6.6% | -26.4% | +33.0% | +6.7% |
| 1Y | -3.6% | -42.2% | +38.7% | -1.9% |
| 3Y | +56.4% | -76.8% | +133.2% | +57.1% |
| All | +65.0% | -96.4% | +161.4% | +101.2% |
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