+502.1%
FICO vs PLUG
-0.7%
+502.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.5% | +8.4% | +1.5% |
| 7D | -0.3% | -4.9% | +4.7% | +0.1% |
| 30D | +1.7% | -27.4% | +29.1% | +4.3% |
| 3M | -35.2% | -35.7% | +0.5% | -33.0% |
| 6M | -33.7% | -59.3% | +25.7% | -29.3% |
| YTD | -58.2% | -31.5% | -26.7% | -58.2% |
| 1Y | -56.6% | -48.9% | -7.7% | -55.5% |
| 3Y | -24.0% | -79.6% | +55.6% | -23.9% |
| 5Y | +86.1% | -96.5% | +182.5% | +118.1% |
| All | +502.1% | -0.7% | +502.8% | +384.0% |
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