+55.9%
PLUG vs USFR
+28.1%
+27.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.4% |
| 7D | +8.1% | +0.1% | +8.1% | +8.6% |
| 30D | +3.7% | +0.3% | +3.4% | +6.1% |
| 3M | -29.2% | +1.0% | -30.1% | -23.8% |
| 6M | +6.1% | +1.9% | +4.2% | +22.2% |
| YTD | +14.7% | +2.7% | +12.1% | +39.2% |
| 1Y | +56.9% | +4.0% | +52.9% | +109.6% |
| 3Y | -71.6% | +14.0% | -85.6% | -21.7% |
| 5Y | -91.0% | +20.4% | -111.5% | -62.6% |
| 10Y | +55.9% | +28.1% | +27.8% | +1,085.4% |
| All | +55.9% | +28.1% | +27.8% | +1,085.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling