+76.9%
FICO vs PLUG
-96.4%
+173.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.8% | -0.9% |
| 7D | -0.9% | +5.8% | -6.8% | -1.4% |
| 30D | +3.3% | -18.5% | +21.9% | +4.6% |
| 3M | -31.7% | -30.0% | -1.8% | -30.4% |
| 6M | -34.0% | -56.2% | +22.2% | -30.8% |
| YTD | -58.3% | -26.4% | -31.9% | -58.6% |
| 1Y | -57.9% | -42.2% | -15.7% | -57.5% |
| 3Y | -24.1% | -76.8% | +52.8% | -23.2% |
| All | +76.9% | -96.4% | +173.3% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling