-92.2%
PLUG vs FRSH
-72.5%
-19.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.6% |
| 7D | -3.2% | -6.6% | +3.4% | -0.3% |
| 30D | -8.3% | +2.1% | -10.4% | -9.9% |
| 3M | -25.8% | +29.0% | -54.8% | -36.3% |
| 6M | -5.8% | +48.6% | -54.5% | -26.5% |
| YTD | +6.6% | -2.9% | +9.5% | +1.3% |
| 1Y | +39.1% | -7.9% | +47.0% | +35.5% |
| 3Y | -73.7% | -46.5% | -27.2% | -68.0% |
| All | -92.2% | -72.5% | -19.7% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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