+1,348.4%
FERG vs PLUG
-70.3%
+1,418.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +2.2% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | -10.2% | +3.3% | -13.5% | -10.3% |
| 3M | -0.6% | -39.7% | +39.1% | +0.8% |
| 6M | -6.5% | -12.5% | +6.0% | -6.5% |
| YTD | +4.2% | +10.2% | -6.0% | +3.2% |
| 1Y | -2.3% | +50.7% | -53.0% | -4.6% |
| 3Y | +48.5% | -74.5% | +123.0% | +47.4% |
| 5Y | +72.0% | -91.8% | +163.8% | +73.2% |
| 10Y | +369.9% | +43.7% | +326.2% | +353.1% |
| All | +1,348.4% | -70.3% | +1,418.7% | +1,420.9% |
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