+4.4%
FICO vs PLUG
-74.3%
+78.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.8% | -19.5% | -16.7% |
| 7D | -19.2% | -0.9% | -18.3% | -19.2% |
| 30D | -14.6% | +3.3% | -17.9% | -14.6% |
| 3M | -20.1% | -39.7% | +19.6% | -19.2% |
| 6M | -36.3% | -12.5% | -23.8% | -36.4% |
| YTD | -44.9% | +10.2% | -55.0% | -45.4% |
| 1Y | -38.6% | +50.7% | -89.3% | -39.6% |
| All | +4.4% | -74.3% | +78.7% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling