+43.7%
PLUG vs FIVE
+478.4%
-434.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +0.3% |
| 7D | -0.9% | +4.3% | -5.2% | -3.0% |
| 30D | +3.3% | +12.5% | -9.2% | -3.0% |
| 3M | -39.7% | +31.2% | -71.0% | -47.9% |
| 6M | -12.5% | +14.4% | -26.9% | -20.6% |
| YTD | +10.2% | +33.9% | -23.7% | -8.1% |
| 1Y | +50.7% | +65.1% | -14.4% | +12.8% |
| 3Y | -74.5% | +49.0% | -123.5% | -81.5% |
| 5Y | -91.8% | +30.3% | -122.1% | -93.7% |
| All | +43.7% | +478.4% | -434.7% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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