-96.5%
PLUG vs USFD
+184.3%
-280.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.8% | -4.7% | -6.1% |
| 7D | -4.9% | +3.9% | -8.8% | -7.2% |
| 30D | -27.4% | +10.7% | -38.1% | -31.6% |
| 3M | -35.7% | +6.3% | -42.0% | -38.3% |
| 6M | -59.3% | +16.2% | -75.6% | -63.5% |
| YTD | -31.5% | +41.9% | -73.3% | -47.7% |
| 1Y | -48.9% | +44.2% | -93.1% | -61.5% |
| 3Y | -79.6% | +159.8% | -239.4% | -91.2% |
| 5Y | -96.5% | +177.1% | -273.6% | -98.7% |
| All | -96.5% | +184.3% | -280.7% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling