-83.6%
FIG vs PLUG
-19.0%
-64.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.8% | +8.6% | +0.3% |
| 7D | +2.6% | -8.1% | +10.8% | +3.2% |
| 30D | -13.1% | -20.5% | +7.5% | -11.8% |
| 3M | -20.3% | -45.9% | +25.5% | -17.7% |
| 6M | -2.1% | -65.2% | +63.0% | +3.6% |
| YTD | -49.4% | -37.1% | -12.3% | -51.1% |
| 1Y | -57.0% | -54.6% | -2.4% | -57.3% |
| All | -83.6% | -19.0% | -64.7% | -83.9% |
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