+1.1%
PLUG vs FDS
+127.5%
-126.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.2% | -8.8% | -8.9% |
| 7D | -3.2% | -2.0% | -1.2% | -2.4% |
| 30D | -18.7% | +13.5% | -32.3% | -24.0% |
| 3M | -35.3% | +15.2% | -50.5% | -40.7% |
| 6M | -56.2% | +47.0% | -103.3% | -66.5% |
| YTD | -30.7% | +13.9% | -44.6% | -39.4% |
| 1Y | -46.7% | +25.2% | -71.9% | -56.7% |
| 3Y | -61.3% | -25.3% | -36.0% | -57.5% |
| 5Y | -96.6% | -23.3% | -73.3% | -96.3% |
| 10Y | +1.1% | +126.0% | -124.9% | -41.7% |
| All | +1.1% | +127.5% | -126.4% | -41.7% |
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