-40.6%
FIS vs PLUG
-75.5%
+34.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -1.4% |
| 7D | -29.4% | +14.5% | -43.9% | -29.6% |
| 30D | -16.7% | -10.7% | -6.0% | -16.5% |
| 3M | -33.0% | -31.2% | -1.8% | -32.4% |
| 6M | -33.3% | -51.9% | +18.6% | -32.2% |
| YTD | -56.0% | -23.9% | -32.1% | -56.2% |
| 1Y | -54.6% | -43.4% | -11.2% | -54.4% |
| 3Y | -40.6% | -74.7% | +34.1% | -40.8% |
| All | -40.6% | -75.5% | +34.9% | -40.8% |
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