-83.9%
FIG vs PLUG
-10.5%
-73.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.7% | +4.7% | -3.4% |
| 7D | -11.4% | -2.8% | -8.6% | -11.1% |
| 30D | -17.2% | -18.5% | +1.3% | -16.2% |
| 3M | -26.6% | -35.1% | +8.4% | -25.0% |
| 6M | -9.8% | -56.1% | +46.3% | -6.5% |
| YTD | -50.1% | -30.5% | -19.7% | -52.1% |
| 1Y | -58.1% | -46.5% | -11.6% | -58.8% |
| All | -83.9% | -10.5% | -73.4% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling