-3.0%
FISV vs PLUG
+48.6%
-51.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.4% | -4.1% |
| 7D | -6.4% | +3.8% | -10.2% | -6.6% |
| 30D | -6.8% | +2.8% | -9.7% | -7.0% |
| 3M | -10.0% | -25.4% | +15.5% | -8.8% |
| 6M | -20.6% | -0.5% | -20.2% | -21.5% |
| YTD | -27.6% | +10.2% | -37.7% | -29.2% |
| 1Y | -64.3% | +53.9% | -118.2% | -66.2% |
| 3Y | -60.0% | -72.7% | +12.7% | -60.4% |
| 5Y | -57.7% | -91.4% | +33.7% | -56.0% |
| 10Y | -3.0% | +58.4% | -61.4% | -20.0% |
| All | -3.0% | +48.6% | -51.6% | -20.0% |
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