-51.1%
FIS vs PLUG
-44.1%
-7.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.5% | -27.2% | -23.6% |
| 7D | -18.4% | +2.8% | -21.2% | -18.3% |
| 30D | -11.4% | -22.8% | +11.4% | -11.4% |
| 3M | -32.0% | -32.4% | +0.4% | -32.0% |
| 6M | -35.6% | -53.4% | +17.8% | -35.3% |
| YTD | -53.8% | -25.9% | -27.9% | -55.0% |
| 1Y | -51.1% | -42.1% | -9.0% | -51.6% |
| All | -51.1% | -44.1% | -7.0% | -51.6% |
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