-41.6%
PLUG vs FND
+68.8%
-110.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -6.8% | -4.4% | -2.4% | -4.3% |
| 30D | -16.0% | +14.5% | -30.6% | -22.6% |
| 3M | -38.7% | -15.6% | -23.1% | -33.5% |
| 6M | -61.4% | +4.7% | -66.1% | -64.1% |
| YTD | -31.0% | -16.1% | -14.8% | -28.7% |
| 1Y | -46.2% | -16.0% | -30.2% | -44.4% |
| 3Y | -61.5% | -35.5% | -26.0% | -53.7% |
| 5Y | -96.9% | -60.5% | -36.4% | -95.3% |
| All | -41.6% | +68.8% | -110.4% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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