-41.4%
PLUG vs FND
+70.0%
-111.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.5% | -5.5% | -7.0% |
| 7D | -3.2% | +6.8% | -10.0% | -6.7% |
| 30D | -18.7% | +13.1% | -31.8% | -24.6% |
| 3M | -35.3% | -13.1% | -22.2% | -30.9% |
| 6M | -56.2% | -0.6% | -55.7% | -58.3% |
| YTD | -30.7% | -15.5% | -15.2% | -28.8% |
| 1Y | -46.7% | -13.7% | -33.0% | -45.8% |
| 3Y | -61.3% | -35.0% | -26.3% | -53.8% |
| 5Y | -96.6% | -60.1% | -36.5% | -94.9% |
| All | -41.4% | +70.0% | -111.5% | -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