-99.1%
PLUG vs OMC
+290.5%
-389.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +1.0% | +1.9% |
| 7D | +14.5% | +5.4% | +9.1% | +10.6% |
| 30D | -10.7% | +15.7% | -26.4% | -19.2% |
| 3M | -31.2% | +4.9% | -36.1% | -34.1% |
| 6M | -51.9% | +17.3% | -69.2% | -58.5% |
| YTD | -23.9% | +13.0% | -36.9% | -34.4% |
| 1Y | -43.4% | +24.1% | -67.5% | -54.3% |
| 3Y | -74.7% | +31.2% | -105.9% | -80.9% |
| 5Y | -96.3% | +53.4% | -149.7% | -97.5% |
| 10Y | +20.0% | +55.5% | -35.5% | -25.8% |
| All | -99.1% | +290.5% | -389.5% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling