-7.8%
PLUG vs FTV
+107.5%
-115.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.3% |
| 7D | -7.2% | -0.7% | -6.5% | -6.6% |
| 30D | -16.4% | +18.3% | -34.7% | -28.2% |
| 3M | -39.0% | +10.2% | -49.2% | -44.4% |
| 6M | -61.5% | +12.8% | -74.3% | -66.4% |
| YTD | -31.2% | +23.4% | -54.6% | -46.0% |
| 1Y | -46.4% | +31.4% | -77.9% | -60.5% |
| 3Y | -61.6% | +38.7% | -100.3% | -72.0% |
| 5Y | -96.9% | +18.6% | -115.5% | -97.4% |
| 10Y | -7.8% | +110.1% | -118.0% | -52.0% |
| All | -7.8% | +107.5% | -115.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling