-6.1%
FITB vs PLUG
-29.3%
+23.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.4% | -8.2% | -1.3% |
| 7D | -1.5% | +5.8% | -7.4% | -1.7% |
| 30D | +5.8% | -18.5% | +24.4% | +7.6% |
| 3M | -6.1% | -30.0% | +23.8% | -3.6% |
| All | -6.1% | -29.3% | +23.2% | -3.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling