-59.1%
FIG vs PLUG
-45.5%
-13.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.4% | -5.4% | +1.5% |
| 7D | -13.1% | +5.8% | -19.0% | -13.3% |
| 30D | -13.0% | -18.5% | +5.5% | -12.3% |
| 3M | -21.5% | -30.0% | +8.4% | -20.5% |
| 6M | -2.5% | -56.2% | +53.7% | +0.4% |
| YTD | -49.7% | -26.4% | -23.3% | -54.6% |
| 1Y | -59.1% | -42.2% | -16.9% | -61.2% |
| All | -59.1% | -45.5% | -13.6% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling