-91.9%
PLUG vs FCUV
-99.5%
+7.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -13.7% | +16.5% | +3.1% |
| 7D | -0.9% | +62.8% | -63.7% | -2.2% |
| 30D | +3.3% | +66.5% | -63.2% | +1.5% |
| 3M | -39.7% | +459.9% | -499.7% | -47.4% |
| 6M | -12.5% | -12.4% | -0.1% | -14.0% |
| YTD | +10.2% | -47.5% | +57.7% | +13.0% |
| 1Y | +50.7% | -80.5% | +131.2% | +67.0% |
| 3Y | -74.5% | -97.6% | +23.1% | -68.1% |
| All | -91.9% | -99.5% | +7.6% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling