-94.2%
PLUG vs FLNC
-69.1%
-25.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.4% | +2.2% |
| 7D | -0.9% | -4.9% | +4.0% | +1.3% |
| 30D | +3.3% | -27.3% | +30.6% | +19.0% |
| 3M | -39.7% | -61.9% | +22.2% | -10.0% |
| 6M | -12.5% | -34.5% | +22.0% | -14.3% |
| YTD | +10.2% | -47.7% | +57.8% | +13.3% |
| 1Y | +50.7% | +53.3% | -2.6% | -22.1% |
| 3Y | -74.5% | -62.4% | -12.1% | -77.6% |
| All | -94.2% | -69.1% | -25.0% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling