+20.0%
PLUG vs USFR
+28.5%
-8.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +14.5% | +0.1% | +14.4% | +15.0% |
| 30D | -10.7% | +0.4% | -11.1% | -8.2% |
| 3M | -31.2% | +1.1% | -32.2% | -25.5% |
| 6M | -51.9% | +2.0% | -53.9% | -44.1% |
| YTD | -23.9% | +3.4% | -27.3% | -2.3% |
| 1Y | -43.4% | +4.1% | -47.5% | -23.7% |
| 3Y | -74.7% | +14.3% | -89.0% | -28.9% |
| 5Y | -96.3% | +21.3% | -117.6% | -83.7% |
| 10Y | +20.0% | +28.5% | -8.5% | +842.7% |
| All | +20.0% | +28.5% | -8.5% | +842.7% |
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