+376.5%
FIS vs PLUG
-98.8%
+475.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -1.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.1% |
| 30D | -2.2% | +3.3% | -5.6% | -2.5% |
| 3M | +2.1% | -39.7% | +41.9% | +4.9% |
| 6M | -14.7% | -12.5% | -2.2% | -14.9% |
| YTD | -35.7% | +10.2% | -45.9% | -37.1% |
| 1Y | -37.1% | +50.7% | -87.8% | -40.4% |
| 3Y | -20.0% | -74.5% | +54.5% | -20.8% |
| 5Y | -62.1% | -91.8% | +29.7% | -60.9% |
| 10Y | -37.4% | +43.7% | -81.1% | -50.5% |
| All | +376.5% | -98.8% | +475.3% | +274.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling