-71.6%
PLUG vs FRSH
-48.3%
-23.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.9% | +9.1% | +5.8% |
| 7D | +8.1% | -10.1% | +18.2% | +11.7% |
| 30D | +3.7% | +2.2% | +1.5% | +2.3% |
| 3M | -29.2% | +28.6% | -57.7% | -36.5% |
| 6M | +6.1% | +40.2% | -34.1% | -9.8% |
| YTD | +14.7% | -1.2% | +15.9% | +11.3% |
| 1Y | +56.9% | -7.9% | +64.9% | +56.9% |
| 3Y | -71.6% | -44.7% | -26.9% | -65.2% |
| All | -71.6% | -48.3% | -23.3% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling