+7.1%
PLUG vs FN
+663.9%
-656.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -14.2% | +6.7% | -2.4% |
| 7D | -4.9% | -16.0% | +11.0% | +0.8% |
| 30D | -27.4% | -40.1% | +12.7% | -13.4% |
| 3M | -35.7% | -43.9% | +8.2% | -22.8% |
| 6M | -59.3% | -55.6% | -3.7% | -47.4% |
| YTD | -31.5% | -35.7% | +4.2% | -25.6% |
| 1Y | -48.9% | -39.8% | -9.0% | -43.7% |
| 3Y | -79.6% | +80.3% | -159.9% | -87.0% |
| 5Y | -96.5% | +143.3% | -239.8% | -98.1% |
| All | +7.1% | +663.9% | -656.8% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling