+20.0%
PLUG vs FLR
+17.5%
+2.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.3% | -4.8% | +0.8% |
| 7D | +14.5% | +8.5% | +6.0% | +11.6% |
| 30D | -10.7% | -0.7% | -10.0% | -10.4% |
| 3M | -31.2% | -11.7% | -19.5% | -28.4% |
| 6M | -51.9% | +16.2% | -68.1% | -54.2% |
| YTD | -23.9% | +27.0% | -50.9% | -30.0% |
| 1Y | -43.4% | +10.1% | -53.5% | -45.5% |
| 3Y | -74.7% | +46.2% | -120.9% | -78.4% |
| 5Y | -96.3% | +121.4% | -217.7% | -97.2% |
| 10Y | +20.0% | +11.0% | +9.0% | -3.1% |
| All | +20.0% | +17.5% | +2.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling