+15.1%
PLUG vs FTV
+109.5%
-94.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.5% |
| 7D | +5.8% | +0.2% | +5.6% | +5.7% |
| 30D | -18.5% | +15.7% | -34.2% | -28.6% |
| 3M | -30.0% | +7.5% | -37.5% | -34.7% |
| 6M | -56.2% | +8.5% | -64.7% | -60.4% |
| YTD | -26.4% | +18.8% | -45.2% | -40.1% |
| 1Y | -42.2% | +28.5% | -70.8% | -56.5% |
| 3Y | -76.8% | +34.0% | -110.8% | -82.6% |
| 5Y | -96.2% | +12.6% | -108.8% | -96.7% |
| All | +15.1% | +109.5% | -94.4% | -32.2% |
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