-99.1%
PLUG vs OMC
+281.1%
-380.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.9% |
| 7D | +5.8% | +6.3% | -0.4% | +1.5% |
| 30D | -18.5% | +15.4% | -33.9% | -26.2% |
| 3M | -30.0% | +5.8% | -35.7% | -33.2% |
| 6M | -56.2% | +14.7% | -70.9% | -61.6% |
| YTD | -26.4% | +10.3% | -36.7% | -35.5% |
| 1Y | -42.2% | +23.2% | -65.5% | -53.2% |
| 3Y | -76.8% | +24.6% | -101.4% | -81.9% |
| 5Y | -96.2% | +50.1% | -146.3% | -97.4% |
| 10Y | +2.1% | +54.3% | -52.2% | -36.7% |
| All | -99.1% | +281.1% | -380.2% | -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