+152.4%
FTNT vs PLUG
-74.3%
+226.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.1% |
| 7D | -5.8% | -0.9% | -4.9% | -5.8% |
| 30D | -4.8% | +3.3% | -8.1% | -4.9% |
| 3M | +4.4% | -39.7% | +44.1% | +5.8% |
| 6M | +88.8% | -12.5% | +101.3% | +88.4% |
| YTD | +96.8% | +10.2% | +86.7% | +94.4% |
| 1Y | +104.5% | +50.7% | +53.8% | +99.6% |
| All | +152.4% | -74.3% | +226.7% | +148.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling