-71.4%
FIS vs PLUG
-96.4%
+25.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.4% | -9.7% | -2.7% |
| 7D | -25.5% | +5.8% | -31.3% | -25.8% |
| 30D | -15.1% | -18.5% | +3.5% | -14.1% |
| 3M | -32.1% | -30.0% | -2.2% | -30.8% |
| 6M | -36.1% | -56.2% | +20.1% | -33.2% |
| YTD | -55.4% | -26.4% | -29.0% | -55.6% |
| 1Y | -53.9% | -42.2% | -11.7% | -53.4% |
| 3Y | -39.8% | -76.8% | +37.1% | -39.3% |
| All | -71.4% | -96.4% | +25.0% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling