+283.9%
FITB vs PLUG
+56.9%
+226.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.1% |
| 7D | +2.8% | +8.1% | -5.3% | +2.0% |
| 30D | -4.5% | +3.7% | -8.2% | -5.0% |
| 3M | +5.7% | -29.2% | +34.8% | +8.8% |
| 6M | +17.1% | +6.1% | +11.0% | +14.4% |
| YTD | +18.3% | +14.7% | +3.6% | +13.5% |
| 1Y | +23.9% | +56.9% | -33.1% | +12.2% |
| 3Y | +131.1% | -71.6% | +202.7% | +126.9% |
| 5Y | +71.1% | -91.0% | +162.1% | +82.6% |
| 10Y | +283.9% | +55.9% | +228.0% | +188.4% |
| All | +283.9% | +56.9% | +226.9% | +188.4% |
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