-7.8%
PLUG vs OVV
+51.8%
-59.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -2.0% |
| 7D | -7.2% | +1.2% | -8.4% | -7.6% |
| 30D | -16.4% | -2.5% | -13.8% | -16.1% |
| 3M | -39.0% | +0.5% | -39.5% | -39.6% |
| 6M | -61.5% | +8.5% | -70.0% | -63.1% |
| YTD | -31.2% | +64.5% | -95.7% | -42.0% |
| 1Y | -46.4% | +64.7% | -111.1% | -55.1% |
| 3Y | -61.6% | +54.1% | -115.8% | -67.8% |
| 5Y | -96.9% | +95.4% | -192.3% | -97.6% |
| 10Y | -7.8% | +54.9% | -62.8% | -35.7% |
| All | -7.8% | +51.8% | -59.7% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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