+1,382.0%
FERG vs PLUG
-80.1%
+1,462.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.4% | -8.2% | -1.0% |
| 7D | -2.1% | +5.8% | -7.9% | -2.3% |
| 30D | +8.7% | -18.5% | +27.2% | +9.3% |
| 3M | -7.4% | -30.0% | +22.5% | -6.6% |
| 6M | -6.6% | -56.2% | +49.6% | -4.7% |
| YTD | +6.6% | -26.4% | +33.0% | +6.7% |
| 1Y | -3.6% | -42.2% | +38.7% | -2.8% |
| 3Y | +56.4% | -76.8% | +133.2% | +55.9% |
| 5Y | +67.5% | -96.2% | +163.7% | +71.2% |
| 10Y | +434.6% | +2.1% | +432.5% | +421.1% |
| All | +1,382.0% | -80.1% | +1,462.1% | +1,473.6% |
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