+27.4%
FISV vs PLUG
-25.0%
+52.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -10.5% | +14.2% | +4.3% |
| 7D | +1.4% | -23.4% | +24.9% | +2.8% |
| 30D | +38.4% | -23.4% | +61.9% | +40.3% |
| 3M | +14.9% | -51.7% | +66.7% | +19.2% |
| 6M | +21.8% | -72.0% | +93.8% | +29.7% |
| YTD | -5.0% | -43.7% | +38.6% | -3.9% |
| 1Y | -1.2% | -55.4% | +54.3% | +1.2% |
| 3Y | -47.5% | -68.0% | +20.5% | -49.0% |
| 5Y | -36.7% | -97.4% | +60.7% | -29.4% |
| All | +27.4% | -25.0% | +52.4% | +9.6% |
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