-24.6%
PLUG vs USFD
+340.6%
-365.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.8% | -4.7% | -6.3% |
| 7D | -4.9% | +3.9% | -8.8% | -6.8% |
| 30D | -27.4% | +10.7% | -38.1% | -30.9% |
| 3M | -35.7% | +6.3% | -42.0% | -37.9% |
| 6M | -59.3% | +16.2% | -75.6% | -62.7% |
| YTD | -31.5% | +41.9% | -73.3% | -43.7% |
| 1Y | -48.9% | +44.2% | -93.1% | -58.4% |
| 3Y | -79.6% | +159.8% | -239.4% | -88.0% |
| 5Y | -96.5% | +177.1% | -273.6% | -98.0% |
| 10Y | -4.9% | +376.2% | -381.1% | -53.7% |
| All | -24.6% | +340.6% | -365.2% | -62.0% |
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