-37.1%
FISV vs PLUG
-96.4%
+59.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.4% | -7.2% | -0.1% |
| 7D | +25.7% | +5.8% | +19.9% | +25.4% |
| 30D | +38.8% | -18.5% | +57.3% | +39.9% |
| 3M | +16.2% | -30.0% | +46.2% | +17.9% |
| 6M | +12.1% | -56.2% | +68.3% | +15.6% |
| YTD | -6.4% | -26.4% | +20.0% | -6.8% |
| 1Y | +2.0% | -42.2% | +44.3% | +2.7% |
| 3Y | -47.4% | -76.8% | +29.4% | -47.3% |
| All | -37.1% | -96.4% | +59.3% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling