+15.1%
PLUG vs USFD
+369.7%
-354.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +5.8% | +3.0% | +2.9% | +4.2% |
| 30D | -18.5% | +11.1% | -29.6% | -22.6% |
| 3M | -30.0% | -0.3% | -29.7% | -30.2% |
| 6M | -56.2% | +15.9% | -72.1% | -59.8% |
| YTD | -26.4% | +41.6% | -68.0% | -39.6% |
| 1Y | -42.2% | +49.4% | -91.6% | -53.9% |
| 3Y | -76.8% | +157.8% | -234.7% | -86.4% |
| 5Y | -96.2% | +176.6% | -272.9% | -97.8% |
| All | +15.1% | +369.7% | -354.6% | -44.9% |
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