+27.1%
FISV vs PLUG
-2.2%
+29.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +3.0% | -6.8% | +9.8% | +3.3% |
| 30D | +38.8% | -16.0% | +54.8% | +39.9% |
| 3M | +21.2% | -38.7% | +59.9% | +24.2% |
| 6M | +17.5% | -61.4% | +78.8% | +22.9% |
| YTD | -4.9% | -31.0% | +26.1% | -4.8% |
| 1Y | -0.6% | -46.2% | +45.7% | +0.8% |
| 3Y | -47.4% | -61.5% | +14.1% | -49.3% |
| 5Y | -36.0% | -96.9% | +60.8% | -29.3% |
| 10Y | +27.1% | -7.5% | +34.6% | +8.0% |
| All | +27.1% | -2.2% | +29.3% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling