-76.8%
PLUG vs USFR
+14.4%
-91.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | -18.5% | +0.4% | -18.9% | -18.7% |
| 3M | -30.0% | +1.1% | -31.0% | -30.5% |
| 6M | -56.2% | +2.1% | -58.2% | -57.7% |
| YTD | -26.4% | +3.4% | -29.8% | -34.6% |
| 1Y | -42.2% | +4.1% | -46.3% | -52.0% |
| 3Y | -76.8% | +14.4% | -91.2% | -71.0% |
| All | -76.8% | +14.4% | -91.3% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling