-22.6%
FPS vs PLUG
-26.3%
+3.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.5% | -20.9% | -18.7% |
| 7D | -23.3% | +2.8% | -26.2% | -24.3% |
| 30D | -42.4% | -22.8% | -19.7% | -37.0% |
| 3M | -43.0% | -32.4% | -10.6% | -34.9% |
| 6M | -44.5% | -53.4% | +8.9% | -32.4% |
| All | -22.6% | -26.3% | +3.6% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling