-26.5%
PLUG vs FE
+126.1%
-152.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.1% | -11.6% | -10.9% |
| 7D | -23.4% | +1.2% | -24.7% | -23.9% |
| 30D | -23.4% | +4.5% | -28.0% | -25.0% |
| 3M | -51.7% | +1.3% | -53.1% | -52.2% |
| 6M | -72.0% | +8.7% | -80.6% | -73.2% |
| YTD | -43.7% | +9.2% | -52.9% | -46.5% |
| 1Y | -55.4% | +7.0% | -62.4% | -57.4% |
| 3Y | -68.0% | +51.4% | -119.4% | -74.5% |
| 5Y | -97.4% | +47.7% | -145.1% | -97.9% |
| All | -26.5% | +126.1% | -152.6% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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