-7.5%
PLUG vs FDS
+132.8%
-140.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -2.0% |
| 7D | -6.8% | -2.1% | -4.7% | -6.1% |
| 30D | -16.0% | +16.0% | -32.1% | -22.3% |
| 3M | -38.7% | +18.8% | -57.5% | -44.6% |
| 6M | -61.4% | +54.1% | -115.5% | -71.1% |
| YTD | -31.0% | +17.0% | -48.0% | -40.4% |
| 1Y | -46.2% | +25.5% | -71.8% | -56.1% |
| 3Y | -61.5% | -23.3% | -38.2% | -58.2% |
| 5Y | -96.9% | -22.6% | -74.2% | -96.6% |
| 10Y | -7.5% | +130.2% | -137.7% | -46.3% |
| All | -7.5% | +132.8% | -140.2% | -46.3% |
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