-41.4%
PLUG vs FIGR
-34.3%
-7.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.9% | -4.5% | +1.9% |
| 7D | +14.5% | +12.5% | +2.0% | +12.1% |
| 30D | -10.7% | -14.1% | +3.4% | -8.6% |
| 3M | -31.2% | -14.3% | -16.9% | -29.4% |
| 6M | -51.9% | -34.8% | -17.1% | -49.3% |
| YTD | -23.9% | -40.0% | +16.1% | -22.3% |
| All | -41.4% | -34.3% | -7.1% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling