+139.5%
FITB vs PLUG
-99.1%
+238.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.0% | +8.7% | +0.6% |
| 7D | +0.5% | -3.2% | +3.7% | +0.7% |
| 30D | +7.0% | -18.7% | +25.8% | +9.0% |
| 3M | -4.4% | -35.3% | +30.9% | -0.6% |
| 6M | +11.6% | -56.2% | +67.8% | +19.3% |
| YTD | +18.6% | -30.7% | +49.3% | +19.4% |
| 1Y | +29.8% | -46.7% | +76.5% | +33.7% |
| 3Y | +140.7% | -61.3% | +202.0% | +129.1% |
| 5Y | +48.6% | -96.6% | +145.2% | +71.0% |
| 10Y | +224.4% | +1.1% | +223.3% | +133.6% |
| All | +139.5% | -99.1% | +238.7% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling