+15.1%
PLUG vs FDS
+135.4%
-120.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.7% | +11.1% | +9.1% |
| 7D | +5.8% | -0.5% | +6.3% | +5.6% |
| 30D | -18.5% | +20.2% | -38.7% | -26.0% |
| 3M | -30.0% | +19.9% | -49.8% | -37.0% |
| 6M | -56.2% | +56.2% | -112.4% | -67.8% |
| YTD | -26.4% | +14.6% | -41.0% | -35.8% |
| 1Y | -42.2% | +31.6% | -73.8% | -54.6% |
| 3Y | -76.8% | -23.8% | -53.0% | -75.0% |
| 5Y | -96.2% | -22.6% | -73.7% | -95.9% |
| All | +15.1% | +135.4% | -120.3% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling