-71.1%
FIS vs PLUG
-96.6%
+25.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +6.8% |
| 7D | +1.5% | -6.8% | +8.4% | +1.9% |
| 30D | -11.8% | -16.0% | +4.2% | -11.1% |
| 3M | -28.5% | -38.7% | +10.2% | -26.6% |
| 6M | -27.0% | -61.4% | +34.3% | -23.1% |
| YTD | -53.1% | -31.0% | -22.1% | -53.2% |
| 1Y | -52.8% | -46.2% | -6.5% | -52.1% |
| 3Y | -37.5% | -61.5% | +24.0% | -40.5% |
| 5Y | -71.1% | -96.9% | +25.8% | -63.0% |
| All | -71.1% | -96.6% | +25.6% | -63.0% |
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