+8,354.4%
FICO vs PLUG
-98.6%
+8,453.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.6% |
| 6M | -36.3% | -12.5% | -23.8% | -36.6% |
| YTD | -44.9% | +10.2% | -55.0% | -46.4% |
| 1Y | -38.6% | +50.7% | -89.3% | -42.5% |
| 3Y | +4.0% | -74.5% | +78.5% | +2.3% |
| 5Y | +99.5% | -91.8% | +191.3% | +107.4% |
| 10Y | +604.7% | +43.7% | +561.0% | +448.4% |
| All | +8,354.4% | -98.6% | +8,453.0% | +6,209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling