+15.1%
PLUG vs FIVE
+563.4%
-548.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.6% |
| 7D | +5.8% | -0.3% | +6.1% | +6.0% |
| 30D | -18.5% | +17.7% | -36.2% | -25.1% |
| 3M | -30.0% | +4.0% | -33.9% | -32.0% |
| 6M | -56.2% | +2.6% | -58.8% | -58.1% |
| YTD | -26.4% | +27.6% | -54.0% | -37.6% |
| 1Y | -42.2% | +59.9% | -102.2% | -56.5% |
| 3Y | -76.8% | +35.8% | -112.6% | -82.5% |
| 5Y | -96.2% | +14.4% | -110.6% | -97.0% |
| All | +15.1% | +563.4% | -548.4% | -52.6% |
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