-76.8%
PLUG vs FND
-36.7%
-40.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.6% |
| 7D | +5.8% | +7.7% | -1.9% | +1.3% |
| 30D | -18.5% | +11.9% | -30.4% | -23.9% |
| 3M | -30.0% | -14.6% | -15.4% | -24.4% |
| 6M | -56.2% | +0.5% | -56.6% | -58.6% |
| YTD | -26.4% | -15.8% | -10.6% | -23.5% |
| 1Y | -42.2% | -12.9% | -29.3% | -41.4% |
| 3Y | -76.8% | -34.2% | -42.7% | -81.2% |
| All | -76.8% | -36.7% | -40.1% | -81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling