-92.7%
PLUG vs FGI
-70.6%
-22.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.4% |
| 7D | +5.8% | -7.0% | +12.8% | +6.2% |
| 30D | -18.5% | -4.2% | -14.3% | -18.4% |
| 3M | -30.0% | +55.6% | -85.6% | -33.2% |
| 6M | -56.2% | -3.2% | -53.0% | -57.4% |
| YTD | -26.4% | +29.1% | -55.5% | -31.5% |
| 1Y | -42.2% | +51.0% | -93.2% | -47.4% |
| 3Y | -76.8% | +1.5% | -78.4% | -80.0% |
| All | -92.7% | -70.6% | -22.1% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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