-53.7%
FIS vs PLUG
-58.9%
+5.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -10.5% | +14.6% | +3.8% |
| 7D | +2.8% | -23.4% | +26.3% | +2.0% |
| 30D | -16.7% | -23.4% | +6.7% | -17.2% |
| 3M | -32.3% | -51.7% | +19.5% | -32.9% |
| 6M | -29.1% | -72.0% | +42.9% | -28.7% |
| YTD | -54.1% | -43.7% | -10.5% | -55.8% |
| 1Y | -53.7% | -55.4% | +1.7% | -54.5% |
| All | -53.7% | -58.9% | +5.2% | -54.5% |
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