-84.0%
FIG vs PLUG
-11.8%
-72.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -7.5% | -9.1% | -16.2% |
| 7D | -17.4% | -4.9% | -12.5% | -17.0% |
| 30D | -15.9% | -27.4% | +11.5% | -14.4% |
| 3M | -34.5% | -35.7% | +1.2% | -33.0% |
| 6M | -5.0% | -59.3% | +54.3% | -0.9% |
| YTD | -50.7% | -31.5% | -19.2% | -52.6% |
| 1Y | -58.1% | -48.9% | -9.2% | -58.7% |
| All | -84.0% | -11.8% | -72.3% | -84.4% |
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