-64.3%
PLUG vs FTI
+205.9%
-270.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.7% | -8.1% | -8.7% |
| 7D | -8.1% | +5.4% | -13.6% | -8.9% |
| 30D | -20.5% | -8.2% | -12.3% | -19.6% |
| 3M | -45.9% | -13.7% | -32.2% | -44.7% |
| 6M | -65.2% | -11.2% | -54.0% | -64.7% |
| YTD | -37.1% | +46.0% | -83.1% | -41.5% |
| 1Y | -54.6% | +51.8% | -106.4% | -58.1% |
| All | -64.3% | +205.9% | -270.1% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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