-99.2%
PLUG vs FE
+503.5%
-602.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.2% | -7.4% | -7.5% |
| 7D | -4.9% | +0.6% | -5.5% | -5.3% |
| 30D | -27.4% | +6.4% | -33.8% | -29.7% |
| 3M | -35.7% | -0.5% | -35.2% | -35.7% |
| 6M | -59.3% | +4.7% | -64.1% | -60.6% |
| YTD | -31.5% | +8.4% | -39.8% | -34.9% |
| 1Y | -48.9% | +7.2% | -56.1% | -51.3% |
| 3Y | -79.6% | +44.9% | -124.5% | -83.4% |
| 5Y | -96.5% | +46.3% | -142.8% | -97.1% |
| 10Y | -4.9% | +110.3% | -115.2% | -39.5% |
| All | -99.2% | +503.5% | -602.6% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling