+531.6%
FICO vs PLUG
+25.0%
+506.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +2.4% |
| 7D | -0.1% | +14.5% | -14.6% | -1.3% |
| 30D | +8.4% | -10.7% | +19.1% | +9.2% |
| 3M | -30.5% | -31.2% | +0.7% | -28.6% |
| 6M | -35.7% | -51.9% | +16.2% | -32.5% |
| YTD | -57.2% | -23.9% | -33.3% | -57.6% |
| 1Y | -58.4% | -43.4% | -15.0% | -57.8% |
| 3Y | -24.8% | -74.7% | +49.9% | -26.4% |
| 5Y | +79.3% | -96.3% | +175.6% | +109.6% |
| 10Y | +531.6% | +20.0% | +511.6% | +405.0% |
| All | +531.6% | +25.0% | +506.6% | +405.0% |
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