-42.1%
PLUG vs USFD
+49.6%
-91.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.5% | -4.9% | +4.1% |
| 7D | +2.8% | +7.8% | -5.0% | +3.2% |
| 30D | -22.8% | +16.2% | -38.9% | -22.1% |
| 3M | -32.4% | +11.0% | -43.4% | -31.7% |
| 6M | -53.4% | +20.7% | -74.1% | -52.2% |
| YTD | -25.9% | +46.0% | -71.8% | -33.0% |
| 1Y | -42.1% | +49.8% | -91.9% | -48.6% |
| All | -42.1% | +49.6% | -91.7% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling