-94.9%
PLUG vs FRSH
-72.5%
-22.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -8.2% |
| 7D | -2.8% | -16.0% | +13.2% | +4.9% |
| 30D | -18.5% | -14.7% | -3.8% | -12.7% |
| 3M | -35.1% | -0.8% | -34.2% | -36.1% |
| 6M | -56.1% | +34.5% | -90.6% | -64.0% |
| YTD | -30.5% | -3.0% | -27.4% | -34.6% |
| 1Y | -46.5% | +4.9% | -51.3% | -51.8% |
| 3Y | -61.2% | -31.9% | -29.3% | -58.7% |
| 5Y | -96.6% | -68.7% | -27.9% | -95.7% |
| All | -94.9% | -72.5% | -22.4% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling