-96.5%
PLUG vs FLR
+93.7%
-190.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.3% | +4.1% | +5.6% |
| 7D | +5.8% | -0.8% | +6.7% | +6.6% |
| 30D | -18.5% | -9.1% | -9.4% | -14.1% |
| 3M | -30.0% | -4.7% | -25.3% | -28.7% |
| 6M | -56.2% | -14.2% | -41.9% | -53.3% |
| YTD | -26.4% | +17.3% | -43.7% | -34.5% |
| 1Y | -42.2% | +4.3% | -46.5% | -45.0% |
| 3Y | -76.8% | +30.7% | -107.6% | -83.0% |
| All | -96.5% | +93.7% | -190.1% | -97.9% |
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 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