+47.5%
FITB vs PLUG
-97.5%
+144.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.5% | +11.6% | +2.0% |
| 7D | +2.8% | -23.4% | +26.2% | +5.0% |
| 30D | +9.8% | -23.4% | +33.2% | +12.0% |
| 3M | -5.2% | -51.7% | +46.6% | +0.5% |
| 6M | +17.3% | -72.0% | +89.3% | +29.6% |
| YTD | +19.3% | -43.7% | +63.0% | +21.6% |
| 1Y | +32.7% | -55.4% | +88.1% | +38.0% |
| 3Y | +141.6% | -68.0% | +209.6% | +131.8% |
| All | +47.5% | -97.5% | +144.9% | +92.2% |
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