-73.8%
PLUG vs FCUV
-97.7%
+23.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -13.7% | +16.5% | +3.0% |
| 7D | -0.9% | +62.8% | -63.7% | -1.5% |
| 30D | +3.3% | +66.5% | -63.2% | +2.5% |
| 3M | -39.7% | +459.9% | -499.7% | -43.5% |
| 6M | -12.5% | -12.4% | -0.1% | -11.1% |
| YTD | +10.2% | -47.5% | +57.7% | +14.9% |
| 1Y | +50.7% | -80.5% | +131.2% | +65.5% |
| All | -73.8% | -97.7% | +23.9% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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