-79.1%
FIG vs PLUG
+41.8%
-120.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -4.5% |
| 7D | -16.3% | -0.9% | -15.4% | -16.3% |
| 30D | -14.3% | +3.3% | -17.6% | -14.5% |
| 3M | +7.2% | -39.7% | +46.9% | +10.8% |
| 6M | -18.6% | -12.5% | -6.1% | -20.9% |
| YTD | -35.5% | +10.2% | -45.6% | -39.5% |
| 1Y | -55.8% | +50.7% | -106.5% | -58.1% |
| All | -79.1% | +41.8% | -120.9% | -80.0% |
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