+43.7%
PLUG vs FFIV
+214.3%
-170.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.3% | +3.2% |
| 7D | -0.9% | -1.0% | 0.0% | -0.3% |
| 30D | +3.3% | -5.1% | +8.4% | +6.7% |
| 3M | -39.7% | -4.5% | -35.3% | -38.3% |
| 6M | -12.5% | +36.5% | -49.0% | -32.3% |
| YTD | +10.2% | +53.0% | -42.8% | -21.8% |
| 1Y | +50.7% | +24.2% | +26.5% | +25.5% |
| 3Y | -74.5% | +137.2% | -211.7% | -87.8% |
| 5Y | -91.8% | +91.8% | -183.6% | -95.3% |
| All | +43.7% | +214.3% | -170.6% | -37.3% |
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