-74.6%
PLUG vs USFD
+156.9%
-231.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | -0.9% | -3.0% | +2.1% | -0.6% |
| 30D | +3.3% | +3.5% | -0.2% | +3.0% |
| 3M | -39.7% | +26.6% | -66.3% | -41.8% |
| 6M | -12.5% | +11.7% | -24.2% | -13.6% |
| YTD | +10.2% | +38.1% | -28.0% | +2.0% |
| 1Y | +50.7% | +33.4% | +17.3% | +40.2% |
| All | -74.6% | +156.9% | -231.5% | -81.3% |
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