+20.0%
PLUG vs USFD
+368.6%
-348.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.4% | +2.1% |
| 7D | +14.5% | +3.9% | +10.6% | +12.4% |
| 30D | -10.7% | +12.8% | -23.6% | -15.7% |
| 3M | -31.2% | +1.0% | -32.2% | -31.8% |
| 6M | -51.9% | +30.3% | -82.2% | -58.2% |
| YTD | -23.9% | +46.0% | -69.8% | -38.4% |
| 1Y | -43.4% | +49.6% | -93.0% | -54.8% |
| 3Y | -74.7% | +166.3% | -241.0% | -85.3% |
| 5Y | -96.3% | +208.4% | -304.7% | -98.0% |
| 10Y | +20.0% | +371.2% | -351.2% | -43.0% |
| All | +20.0% | +368.6% | -348.6% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling