+101.7%
FICO vs PLUG
-91.8%
+193.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.8% | -19.5% | -16.9% |
| 7D | -19.2% | -0.9% | -18.3% | -19.2% |
| 30D | -14.6% | +3.3% | -17.9% | -14.9% |
| 3M | -20.1% | -39.7% | +19.6% | -17.4% |
| 6M | -36.3% | -12.5% | -23.8% | -36.6% |
| YTD | -44.9% | +10.2% | -55.0% | -46.6% |
| 1Y | -38.6% | +50.7% | -89.3% | -43.0% |
| 3Y | +4.0% | -74.5% | +78.5% | +7.8% |
| All | +101.7% | -91.8% | +193.5% | +132.6% |
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