-17.9%
PLUG vs FIGR
-28.7%
+10.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.1% | -14.9% | -10.0% |
| 7D | -8.1% | +22.8% | -31.0% | -11.9% |
| 30D | -20.5% | -5.8% | -14.7% | -19.9% |
| 3M | -45.9% | -16.3% | -29.5% | -44.3% |
| 6M | -65.2% | -35.0% | -30.2% | -63.1% |
| YTD | -37.1% | -37.1% | +0.1% | -35.6% |
| 1Y | -54.6% | -31.2% | -23.4% | -54.1% |
| All | -17.9% | -28.7% | +10.8% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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