-76.8%
PLUG vs USFD
+159.2%
-236.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.4% |
| 7D | +5.8% | +3.0% | +2.9% | +5.6% |
| 30D | -18.5% | +11.1% | -29.6% | -19.1% |
| 3M | -30.0% | -0.3% | -29.7% | -29.9% |
| 6M | -56.2% | +15.9% | -72.1% | -56.5% |
| YTD | -26.4% | +41.6% | -68.0% | -30.5% |
| 1Y | -42.2% | +49.4% | -91.6% | -46.1% |
| 3Y | -76.8% | +157.8% | -234.7% | -68.7% |
| All | -76.8% | +159.2% | -236.1% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling