+15.1%
PLUG vs FFIV
+126.1%
-111.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.6% |
| 7D | +5.8% | -8.1% | +14.0% | +12.6% |
| 30D | -18.5% | -33.4% | +14.8% | +5.8% |
| 3M | -30.0% | -24.7% | -5.2% | -17.9% |
| 6M | -56.2% | -8.8% | -47.3% | -56.2% |
| YTD | -26.4% | +21.8% | -48.2% | -41.3% |
| 1Y | -42.2% | +25.3% | -67.5% | -54.8% |
| 3Y | -76.8% | +101.2% | -178.0% | -88.3% |
| 5Y | -96.2% | +40.2% | -136.4% | -97.4% |
| All | +15.1% | +126.1% | -111.0% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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