+238.2%
FIS vs PLUG
-99.2%
+337.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.5% | +6.3% | -0.8% |
| 7D | -21.2% | -4.9% | -16.2% | -21.0% |
| 30D | -12.1% | -27.4% | +15.4% | -10.6% |
| 3M | -30.6% | -35.7% | +5.1% | -29.0% |
| 6M | -35.5% | -59.3% | +23.8% | -32.5% |
| YTD | -54.4% | -31.5% | -22.9% | -54.2% |
| 1Y | -52.9% | -48.9% | -4.0% | -52.0% |
| 3Y | -38.7% | -79.6% | +41.0% | -38.6% |
| 5Y | -70.4% | -96.5% | +26.0% | -67.9% |
| 10Y | -52.8% | -4.9% | -47.8% | -61.8% |
| All | +238.2% | -99.2% | +337.4% | +172.4% |
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 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