-91.9%
PLUG vs USFR
+20.4%
-112.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +3.0% |
| 7D | -0.9% | +0.1% | -1.0% | -0.4% |
| 30D | +3.3% | +0.3% | +3.0% | +5.8% |
| 3M | -39.7% | +1.0% | -40.7% | -34.8% |
| 6M | -12.5% | +1.9% | -14.4% | +1.3% |
| YTD | +10.2% | +2.6% | +7.5% | +33.3% |
| 1Y | +50.7% | +4.0% | +46.7% | +99.1% |
| 3Y | -74.5% | +14.1% | -88.6% | -0.3% |
| All | -91.9% | +20.4% | -112.3% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling