-58.5%
FICO vs PLUG
-58.9%
+0.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.5% | +10.9% | -0.2% |
| 7D | +2.2% | -23.4% | +25.7% | +0.7% |
| 30D | +0.1% | -23.4% | +23.5% | -1.3% |
| 3M | -35.2% | -51.7% | +16.6% | -37.5% |
| 6M | -32.4% | -72.0% | +39.6% | -33.7% |
| YTD | -57.4% | -43.7% | -13.7% | -59.4% |
| 1Y | -58.5% | -55.4% | -3.1% | -59.9% |
| All | -58.5% | -58.9% | +0.3% | -59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling