-26.5%
PLUG vs FDS
+127.7%
-154.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.3% | -10.8% | -10.6% |
| 7D | -23.4% | +1.5% | -24.9% | -24.0% |
| 30D | -23.4% | +14.8% | -38.3% | -28.8% |
| 3M | -51.7% | +16.3% | -68.0% | -55.9% |
| 6M | -72.0% | +66.2% | -138.2% | -79.8% |
| YTD | -43.7% | +16.2% | -59.9% | -51.2% |
| 1Y | -55.4% | +21.8% | -77.3% | -62.9% |
| 3Y | -68.0% | -23.9% | -44.1% | -65.1% |
| 5Y | -97.4% | -23.1% | -74.3% | -97.2% |
| All | -26.5% | +127.7% | -154.1% | -57.7% |
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