+23.3%
PLUG vs FTV
+90.8%
-67.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.7% |
| 7D | -0.9% | -4.5% | +3.6% | +3.1% |
| 30D | +3.3% | -7.1% | +10.4% | +10.0% |
| 3M | -39.7% | -7.2% | -32.6% | -36.9% |
| 6M | -12.5% | -1.5% | -11.0% | -13.3% |
| YTD | +10.2% | +3.5% | +6.7% | +2.0% |
| 1Y | +50.7% | +20.3% | +30.3% | +21.1% |
| 3Y | -74.5% | -3.1% | -71.4% | -74.3% |
| 5Y | -91.8% | +2.3% | -94.1% | -92.0% |
| 10Y | +43.7% | +76.3% | -32.6% | +2.1% |
| All | +23.3% | +90.8% | -67.5% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling