+1,091.0%
FISV vs PLUG
-99.0%
+1,190.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.8% |
| 7D | +22.3% | +14.5% | +7.8% | +21.4% |
| 30D | +39.2% | -10.7% | +49.9% | +40.0% |
| 3M | +21.2% | -31.2% | +52.4% | +23.5% |
| 6M | +14.5% | -51.9% | +66.4% | +18.3% |
| YTD | -5.4% | -23.9% | +18.4% | -5.6% |
| 1Y | -0.3% | -43.4% | +43.1% | +1.0% |
| 3Y | -46.8% | -74.7% | +27.9% | -47.4% |
| 5Y | -36.2% | -96.3% | +60.1% | -31.4% |
| 10Y | +26.4% | +20.0% | +6.4% | +2.1% |
| All | +1,091.0% | -99.0% | +1,190.0% | +718.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling