+26.9%
FISV vs PLUG
+9.2%
+17.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.0% | +8.7% | +0.2% |
| 7D | +8.4% | -3.2% | +11.6% | +8.6% |
| 30D | +38.8% | -18.7% | +57.5% | +40.2% |
| 3M | +21.3% | -35.3% | +56.6% | +23.9% |
| 6M | +14.1% | -56.2% | +70.4% | +18.4% |
| YTD | -5.7% | -30.7% | +25.0% | -5.7% |
| 1Y | -0.8% | -46.7% | +45.9% | +0.7% |
| 3Y | -47.9% | -61.3% | +13.4% | -49.8% |
| 5Y | -36.8% | -96.6% | +59.8% | -30.6% |
| 10Y | +26.9% | +1.1% | +25.8% | +8.0% |
| All | +26.9% | +9.2% | +17.7% | +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