-68.0%
PLUG vs FLNC
-72.5%
+4.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.2% | -9.3% | -10.1% |
| 7D | -23.4% | -11.2% | -12.3% | -19.9% |
| 30D | -23.4% | -24.6% | +1.2% | -15.3% |
| 3M | -51.7% | -64.6% | +12.9% | -30.6% |
| 6M | -72.0% | -78.8% | +6.9% | -54.3% |
| YTD | -43.7% | -76.3% | +32.7% | -22.6% |
| 1Y | -55.4% | -71.2% | +15.8% | -46.1% |
| 3Y | -68.0% | -71.9% | +3.9% | -70.0% |
| All | -68.0% | -72.5% | +4.5% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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