-91.9%
PLUG vs FRSH
-70.6%
-21.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.7% | +7.6% | +5.0% |
| 7D | -0.9% | -8.2% | +7.2% | +3.0% |
| 30D | +3.3% | +10.5% | -7.2% | -2.1% |
| 3M | -39.7% | +32.7% | -72.5% | -48.7% |
| 6M | -12.5% | +50.3% | -62.8% | -31.8% |
| YTD | +10.2% | +3.9% | +6.2% | +1.5% |
| 1Y | +50.7% | -2.2% | +52.8% | +42.8% |
| 3Y | -74.5% | -42.9% | -31.6% | -69.8% |
| All | -91.9% | -70.6% | -21.4% | -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 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