-76.8%
PLUG vs FDS
-23.2%
-53.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.7% | +11.1% | +7.3% |
| 7D | +5.8% | -0.5% | +6.3% | +5.8% |
| 30D | -18.5% | +20.2% | -38.7% | -18.4% |
| 3M | -30.0% | +19.9% | -49.8% | -29.8% |
| 6M | -56.2% | +56.2% | -112.4% | -57.2% |
| YTD | -26.4% | +14.6% | -41.0% | -25.3% |
| 1Y | -42.2% | +31.6% | -73.8% | -42.9% |
| 3Y | -76.8% | -23.8% | -53.0% | -76.2% |
| All | -76.8% | -23.2% | -53.7% | -76.2% |
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