+55.9%
PLUG vs OMC
+32.3%
+23.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +6.0% | +5.1% |
| 7D | +8.1% | -5.8% | +13.9% | +11.3% |
| 30D | +3.7% | -4.8% | +8.5% | +6.1% |
| 3M | -29.2% | +9.2% | -38.4% | -34.2% |
| 6M | +6.1% | -2.5% | +8.6% | +4.7% |
| YTD | +14.7% | +2.6% | +12.2% | +7.9% |
| 1Y | +56.9% | +5.9% | +51.0% | +42.5% |
| 3Y | -71.6% | +14.2% | -85.8% | -75.6% |
| 5Y | -91.0% | +33.2% | -124.3% | -92.9% |
| 10Y | +55.9% | +33.4% | +22.5% | +21.2% |
| All | +55.9% | +32.3% | +23.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling