-35.6%
PLUG vs FND
+76.3%
-111.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.6% | +1.2% |
| 7D | +14.5% | +8.5% | +6.0% | +9.2% |
| 30D | -10.7% | +17.2% | -27.9% | -18.9% |
| 3M | -31.2% | -14.9% | -16.3% | -25.7% |
| 6M | -51.9% | +3.1% | -55.0% | -55.2% |
| YTD | -23.9% | -12.4% | -11.4% | -23.4% |
| 1Y | -43.4% | -10.0% | -33.4% | -43.8% |
| 3Y | -74.7% | -31.3% | -43.4% | -70.9% |
| 5Y | -96.3% | -60.3% | -36.0% | -94.5% |
| All | -35.6% | +76.3% | -111.9% | -43.3% |
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