+15.1%
PLUG vs FE
+105.3%
-90.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +8.0% |
| 7D | +5.8% | -1.0% | +6.9% | +6.2% |
| 30D | -18.5% | +4.1% | -22.7% | -20.1% |
| 3M | -30.0% | -1.0% | -28.9% | -29.8% |
| 6M | -56.2% | +4.0% | -60.2% | -57.3% |
| YTD | -26.4% | +6.8% | -33.2% | -29.4% |
| 1Y | -42.2% | +5.3% | -47.5% | -44.3% |
| 3Y | -76.8% | +44.6% | -121.4% | -81.0% |
| 5Y | -96.2% | +44.2% | -140.4% | -96.9% |
| All | +15.1% | +105.3% | -90.2% | -15.9% |
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