+88.7%
PLUG vs FIVE
+868.1%
-779.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +0.9% |
| 7D | -0.9% | +4.3% | -5.2% | -2.6% |
| 30D | +3.3% | +12.5% | -9.2% | -1.6% |
| 3M | -39.7% | +31.2% | -71.0% | -46.2% |
| 6M | -12.5% | +14.4% | -26.9% | -18.8% |
| YTD | +10.2% | +33.9% | -23.7% | -4.2% |
| 1Y | +50.7% | +65.1% | -14.4% | +20.6% |
| 3Y | -74.5% | +49.0% | -123.5% | -80.1% |
| 5Y | -91.8% | +30.3% | -122.1% | -93.3% |
| 10Y | +43.7% | +481.1% | -437.4% | -10.0% |
| All | +88.7% | +868.1% | -779.4% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling