+71.6%
FITB vs PLUG
-91.8%
+163.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +0.7% |
| 30D | -4.7% | +3.3% | -8.1% | -5.1% |
| 3M | +6.7% | -39.7% | +46.4% | +10.9% |
| 6M | +12.6% | -12.5% | +25.1% | +12.1% |
| YTD | +19.1% | +10.2% | +9.0% | +15.1% |
| 1Y | +22.6% | +50.7% | -28.1% | +12.5% |
| 3Y | +127.1% | -74.5% | +201.6% | +132.7% |
| All | +71.6% | -91.8% | +163.4% | +97.5% |
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 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