-96.5%
PLUG vs FFIV
+39.5%
-135.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.6% |
| 7D | +5.8% | -8.1% | +14.0% | +12.8% |
| 30D | -18.5% | -33.4% | +14.8% | +6.6% |
| 3M | -30.0% | -24.7% | -5.2% | -17.9% |
| 6M | -56.2% | -8.8% | -47.3% | -57.0% |
| YTD | -26.4% | +21.8% | -48.2% | -44.0% |
| 1Y | -42.2% | +25.3% | -67.5% | -57.0% |
| 3Y | -76.8% | +101.2% | -178.0% | -90.3% |
| All | -96.5% | +39.5% | -135.9% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling