-33.6%
PLUG vs USFR
+27.5%
-61.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.9% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +3.3% | +0.3% | +3.0% | +3.6% |
| 3M | -39.7% | +1.0% | -40.7% | -39.3% |
| 6M | -12.5% | +1.9% | -14.4% | -11.3% |
| YTD | +10.2% | +2.6% | +7.5% | +12.2% |
| 1Y | +50.7% | +4.0% | +46.7% | +54.9% |
| 3Y | -74.5% | +14.1% | -88.6% | -71.8% |
| 5Y | -91.8% | +20.4% | -112.2% | -90.6% |
| 10Y | +43.7% | +28.0% | +15.7% | +65.0% |
| All | -33.6% | +27.5% | -61.2% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling