-91.9%
PLUG vs FRSH
-72.4%
-19.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.3% |
| 7D | +3.8% | -9.6% | +13.4% | +8.5% |
| 30D | +2.8% | -0.4% | +3.3% | +2.1% |
| 3M | -25.4% | +27.2% | -52.6% | -35.5% |
| 6M | -0.5% | +42.2% | -42.7% | -20.5% |
| YTD | +10.2% | -2.6% | +12.8% | +4.5% |
| 1Y | +53.9% | -10.2% | +64.1% | +51.9% |
| 3Y | -72.7% | -45.5% | -27.2% | -67.1% |
| All | -91.9% | -72.4% | -19.5% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling