-98.6%
PLUG vs OMC
+260.8%
-359.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +4.5% |
| 7D | -0.9% | -6.4% | +5.5% | +3.2% |
| 30D | +3.3% | +1.1% | +2.2% | +2.3% |
| 3M | -39.7% | +10.4% | -50.1% | -45.2% |
| 6M | -12.5% | -1.7% | -10.8% | -14.5% |
| YTD | +10.2% | +4.4% | +5.7% | +0.8% |
| 1Y | +50.7% | +8.4% | +42.3% | +32.2% |
| 3Y | -74.5% | +14.4% | -88.9% | -78.6% |
| 5Y | -91.8% | +33.9% | -125.6% | -93.8% |
| 10Y | +43.7% | +34.9% | +8.9% | -1.4% |
| All | -98.6% | +260.8% | -359.5% | -99.6% |
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