-76.8%
PLUG vs FLR
+27.4%
-104.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.3% | +4.1% | +5.8% |
| 7D | +5.8% | -0.8% | +6.7% | +6.5% |
| 30D | -18.5% | -9.1% | -9.4% | -14.6% |
| 3M | -30.0% | -4.7% | -25.3% | -28.7% |
| 6M | -56.2% | -14.2% | -41.9% | -53.6% |
| YTD | -26.4% | +17.3% | -43.7% | -33.2% |
| 1Y | -42.2% | +4.3% | -46.5% | -44.5% |
| 3Y | -76.8% | +30.7% | -107.6% | -79.6% |
| All | -76.8% | +27.4% | -104.3% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling