-55.7%
PLUG vs USFR
+28.5%
-84.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +5.8% | +0.1% | +5.7% | +5.9% |
| 30D | -18.5% | +0.4% | -18.9% | -18.3% |
| 3M | -30.0% | +1.1% | -31.0% | -29.4% |
| 6M | -56.2% | +2.1% | -58.2% | -55.5% |
| YTD | -26.4% | +3.4% | -29.8% | -24.6% |
| 1Y | -42.2% | +4.1% | -46.3% | -40.5% |
| 3Y | -76.8% | +14.4% | -91.2% | -74.3% |
| 5Y | -96.2% | +21.3% | -117.6% | -95.6% |
| 10Y | +2.1% | +28.5% | -26.4% | +18.5% |
| All | -55.7% | +28.5% | -84.2% | -45.5% |
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