-55.4%
PLUG vs FIVE
+62.4%
-117.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.2% | -10.3% | -10.4% |
| 7D | -23.4% | +2.7% | -26.1% | -23.8% |
| 30D | -23.4% | +12.7% | -36.1% | -24.8% |
| 3M | -51.7% | +2.1% | -53.8% | -51.9% |
| 6M | -72.0% | +17.5% | -89.4% | -72.7% |
| YTD | -43.7% | +31.0% | -74.6% | -48.1% |
| 1Y | -55.4% | +67.7% | -123.2% | -63.1% |
| All | -55.4% | +62.4% | -117.9% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling