+44.7%
FITB vs PLUG
-96.4%
+141.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.4% | -8.2% | -1.4% |
| 7D | -1.5% | +5.8% | -7.4% | -2.1% |
| 30D | +5.8% | -18.5% | +24.4% | +7.5% |
| 3M | -6.1% | -30.0% | +23.8% | -3.5% |
| 6M | +5.9% | -56.2% | +62.1% | +12.5% |
| YTD | +16.1% | -26.4% | +42.5% | +15.9% |
| 1Y | +28.8% | -42.2% | +71.1% | +31.1% |
| 3Y | +126.0% | -76.8% | +202.9% | +128.7% |
| All | +44.7% | -96.4% | +141.1% | +82.7% |
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