-97.3%
PLUG vs FLR
+112.0%
-209.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.1% | -9.4% | -9.9% |
| 7D | -23.4% | +5.4% | -28.8% | -25.6% |
| 30D | -23.4% | +2.8% | -26.3% | -24.5% |
| 3M | -51.7% | -6.4% | -45.3% | -50.0% |
| 6M | -72.0% | +8.8% | -80.7% | -73.5% |
| YTD | -43.7% | +23.6% | -67.2% | -51.3% |
| 1Y | -55.4% | +13.8% | -69.2% | -59.7% |
| 3Y | -68.0% | +36.5% | -104.5% | -76.7% |
| All | -97.3% | +112.0% | -209.4% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling