-56.3%
FIG vs PLUG
-48.8%
-7.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +2.9% |
| 7D | -12.6% | +14.5% | -27.1% | -13.2% |
| 30D | -13.8% | -10.7% | -3.1% | -13.4% |
| 3M | -16.7% | -31.2% | +14.5% | -15.6% |
| 6M | -6.1% | -51.9% | +45.8% | -4.0% |
| YTD | -48.1% | -23.9% | -24.2% | -53.6% |
| All | -56.3% | -48.8% | -7.5% | -58.1% |
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