-97.3%
PLUG vs OMC
+52.4%
-149.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.3% | -11.8% | -11.2% |
| 7D | -23.4% | +1.9% | -25.3% | -24.2% |
| 30D | -23.4% | +12.2% | -35.7% | -28.5% |
| 3M | -51.7% | +0.6% | -52.3% | -52.3% |
| 6M | -72.0% | +21.0% | -93.0% | -75.9% |
| YTD | -43.7% | +12.4% | -56.0% | -50.4% |
| 1Y | -55.4% | +25.4% | -80.8% | -64.2% |
| 3Y | -68.0% | +29.2% | -97.2% | -76.9% |
| All | -97.3% | +52.4% | -149.8% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling