-32.8%
FPS vs PLUG
-26.8%
-6.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.4% | -0.4% | +3.9% |
| 7D | -24.5% | +5.8% | -30.4% | -25.9% |
| 30D | -52.1% | -18.5% | -33.5% | -48.2% |
| 3M | -48.4% | -30.0% | -18.4% | -41.3% |
| 6M | -54.4% | -56.2% | +1.8% | -43.4% |
| All | -32.8% | -26.8% | -6.1% | -28.2% |
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 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