-68.0%
PLUG vs FIVN
-56.5%
-11.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.1% | -7.4% | -9.5% |
| 7D | -23.4% | -2.8% | -20.6% | -22.6% |
| 30D | -23.4% | -17.4% | -6.0% | -19.3% |
| 3M | -51.7% | -19.2% | -32.6% | -49.3% |
| 6M | -72.0% | +29.4% | -101.3% | -76.1% |
| YTD | -43.7% | +36.3% | -79.9% | -55.4% |
| 1Y | -55.4% | +33.5% | -88.9% | -64.2% |
| 3Y | -68.0% | -56.8% | -11.2% | -57.2% |
| All | -68.0% | -56.5% | -11.5% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 3y: compounded portfolio wealth divided by compounded FIVN 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…
3y analysis · Full analysis span regression · 6 months rolling