+27.0%
PLUG vs FIVE
+867.4%
-840.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.7% | -3.2% | +0.9% |
| 7D | +2.8% | +7.5% | -4.7% | -0.1% |
| 30D | -22.8% | +16.7% | -39.5% | -27.5% |
| 3M | -32.4% | +13.4% | -45.8% | -36.1% |
| 6M | -53.4% | +9.0% | -62.4% | -56.0% |
| YTD | -25.9% | +33.8% | -59.7% | -35.8% |
| 1Y | -42.1% | +61.2% | -103.2% | -53.4% |
| 3Y | -77.9% | +42.1% | -120.1% | -82.5% |
| 5Y | -96.4% | +21.4% | -117.8% | -97.0% |
| 10Y | +2.8% | +609.1% | -606.3% | -36.2% |
| All | +27.0% | +867.4% | -840.5% | -15.8% |
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