-91.9%
PLUG vs FLR
+242.2%
-334.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.2% | +4.1% |
| 7D | -0.9% | +5.4% | -6.3% | -3.8% |
| 30D | +3.3% | +11.4% | -8.1% | -3.3% |
| 3M | -39.7% | +11.4% | -51.1% | -43.7% |
| 6M | -12.5% | +16.6% | -29.1% | -21.2% |
| YTD | +10.2% | +41.7% | -31.6% | -11.2% |
| 1Y | +50.7% | +35.4% | +15.3% | +25.1% |
| 3Y | -74.5% | +57.3% | -131.8% | -82.6% |
| All | -91.9% | +242.2% | -334.1% | -96.4% |
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