+21.2%
PLUG vs USFD
+329.0%
-307.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | -0.9% | -3.0% | +2.1% | +0.4% |
| 30D | +3.3% | +3.5% | -0.2% | +1.6% |
| 3M | -39.7% | +26.6% | -66.3% | -46.5% |
| 6M | -12.5% | +11.7% | -24.2% | -17.9% |
| YTD | +10.2% | +38.1% | -28.0% | -8.0% |
| 1Y | +50.7% | +33.4% | +17.3% | +27.7% |
| 3Y | -74.5% | +155.8% | -230.3% | -84.8% |
| 5Y | -91.8% | +214.0% | -305.8% | -95.5% |
| 10Y | +43.7% | +320.4% | -276.7% | -27.0% |
| All | +21.2% | +329.0% | -307.8% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling