-18.5%
FIS vs PLUG
-74.3%
+55.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -1.0% |
| 7D | +1.1% | -0.9% | +2.0% | +1.1% |
| 30D | -2.2% | +3.3% | -5.6% | -2.4% |
| 3M | +2.1% | -39.7% | +41.9% | +3.8% |
| 6M | -14.7% | -12.5% | -2.2% | -14.9% |
| YTD | -35.7% | +10.2% | -45.9% | -36.7% |
| 1Y | -37.1% | +50.7% | -87.8% | -39.3% |
| All | -18.5% | -74.3% | +55.7% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling