-98.9%
PLUG vs FLR
+482.5%
-581.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.3% | +4.1% | +6.0% |
| 7D | +5.8% | -0.8% | +6.7% | +6.4% |
| 30D | -18.5% | -9.1% | -9.4% | -15.1% |
| 3M | -30.0% | -4.7% | -25.3% | -28.9% |
| 6M | -56.2% | -14.2% | -41.9% | -53.8% |
| YTD | -26.4% | +17.3% | -43.7% | -32.1% |
| 1Y | -42.2% | +4.3% | -46.5% | -43.9% |
| 3Y | -76.8% | +30.7% | -107.6% | -80.7% |
| 5Y | -96.2% | +101.3% | -197.5% | -97.4% |
| 10Y | +2.1% | +12.4% | -10.2% | -33.1% |
| All | -98.9% | +482.5% | -581.4% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling