-95.9%
PLUG vs FRSH
-70.7%
-25.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -23.4% | +4.6% | -28.1% | -25.2% |
| 30D | -23.4% | -7.5% | -16.0% | -21.3% |
| 3M | -51.7% | -0.1% | -51.7% | -52.6% |
| 6M | -72.0% | +54.5% | -126.5% | -78.5% |
| YTD | -43.7% | +3.4% | -47.1% | -48.7% |
| 1Y | -55.4% | +6.4% | -61.8% | -60.0% |
| 3Y | -68.0% | -26.3% | -41.8% | -67.3% |
| 5Y | -97.4% | -66.4% | -31.0% | -96.8% |
| All | -95.9% | -70.7% | -25.2% | -94.8% |
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