+55.9%
PLUG vs FLR
+18.9%
+37.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.9% |
| 7D | +8.1% | +0.7% | +7.5% | +7.9% |
| 30D | +3.7% | -0.7% | +4.3% | +3.7% |
| 3M | -29.2% | +14.3% | -43.5% | -32.4% |
| 6M | +6.1% | +25.6% | -19.5% | -2.2% |
| YTD | +14.7% | +42.9% | -28.2% | +1.4% |
| 1Y | +56.9% | +38.7% | +18.2% | +40.7% |
| 3Y | -71.6% | +61.8% | -133.4% | -76.4% |
| 5Y | -91.0% | +254.1% | -345.1% | -93.9% |
| 10Y | +55.9% | +20.0% | +35.8% | +18.9% |
| All | +55.9% | +18.9% | +37.0% | +18.9% |
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