-97.3%
PLUG vs USFR
+21.4%
-118.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.3% |
| 7D | -23.4% | +0.1% | -23.5% | -23.1% |
| 30D | -23.4% | +0.4% | -23.8% | -21.4% |
| 3M | -51.7% | +1.1% | -52.8% | -47.9% |
| 6M | -72.0% | +2.0% | -74.0% | -67.7% |
| YTD | -43.7% | +3.5% | -47.1% | -29.3% |
| 1Y | -55.4% | +4.1% | -59.5% | -42.1% |
| 3Y | -68.0% | +14.4% | -82.4% | +8.6% |
| All | -97.3% | +21.4% | -118.7% | -79.8% |
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