+127.0%
FITB vs PLUG
-74.3%
+201.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.3% |
| 7D | +0.6% | -0.9% | +1.5% | +0.7% |
| 30D | -4.7% | +3.3% | -8.1% | -5.0% |
| 3M | +6.7% | -39.7% | +46.4% | +9.3% |
| 6M | +12.6% | -12.5% | +25.1% | +12.2% |
| YTD | +19.1% | +10.2% | +9.0% | +16.5% |
| 1Y | +22.6% | +50.7% | -28.1% | +16.1% |
| All | +127.0% | -74.3% | +201.2% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling