-52.4%
FIS vs PLUG
-25.0%
-27.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -10.5% | +14.6% | +4.8% |
| 7D | +2.8% | -23.4% | +26.3% | +4.3% |
| 30D | -16.7% | -23.4% | +6.7% | -15.6% |
| 3M | -32.3% | -51.7% | +19.5% | -29.6% |
| 6M | -29.1% | -72.0% | +42.9% | -24.0% |
| YTD | -54.1% | -43.7% | -10.5% | -53.6% |
| 1Y | -53.7% | -55.4% | +1.7% | -52.5% |
| 3Y | -38.8% | -68.0% | +29.2% | -40.5% |
| 5Y | -71.1% | -97.4% | +26.3% | -67.7% |
| All | -52.4% | -25.0% | -27.4% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling