-74.7%
PLUG vs FDS
-24.3%
-50.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.4% |
| 7D | +14.5% | -5.0% | +19.5% | +14.3% |
| 30D | -10.7% | +13.8% | -24.5% | -10.6% |
| 3M | -31.2% | +14.8% | -46.0% | -31.1% |
| 6M | -51.9% | +47.4% | -99.3% | -52.5% |
| YTD | -23.9% | +14.2% | -38.0% | -22.7% |
| 1Y | -43.4% | +26.6% | -70.0% | -43.7% |
| 3Y | -74.7% | -24.4% | -50.3% | -73.9% |
| All | -74.7% | -24.3% | -50.4% | -73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling