-98.6%
PLUG vs FDS
+1,773.6%
-1,872.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.5% | +6.4% | +4.5% |
| 7D | -0.9% | -1.9% | +1.0% | -0.1% |
| 30D | +3.3% | +9.0% | -5.7% | -1.3% |
| 3M | -39.7% | +18.9% | -58.6% | -46.5% |
| 6M | -12.5% | +35.1% | -47.6% | -29.2% |
| YTD | +10.2% | +5.5% | +4.7% | 0.0% |
| 1Y | +50.7% | -16.8% | +67.5% | +51.8% |
| 3Y | -74.5% | -28.1% | -46.4% | -72.9% |
| 5Y | -91.8% | -17.4% | -74.4% | -91.6% |
| 10Y | +43.7% | +85.4% | -41.7% | -4.1% |
| All | -98.6% | +1,773.6% | -1,872.2% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling