-3.0%
PLUG vs FND
+58.4%
-61.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.6% | +8.7% | +6.7% |
| 7D | +8.1% | +0.4% | +7.8% | +7.7% |
| 30D | +3.7% | -23.6% | +27.2% | +19.8% |
| 3M | -29.2% | +4.3% | -33.5% | -33.4% |
| 6M | +6.1% | -20.3% | +26.4% | +14.3% |
| YTD | +14.7% | -21.3% | +36.0% | +23.5% |
| 1Y | +56.9% | -45.4% | +102.3% | +107.1% |
| 3Y | -71.6% | -48.9% | -22.7% | -61.4% |
| 5Y | -91.0% | -61.0% | -30.0% | -86.2% |
| All | -3.0% | +58.4% | -61.4% | -8.6% |
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