+7.1%
PLUG vs OVV
+51.1%
-43.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.9% | -4.7% | -6.7% |
| 7D | -4.9% | -14.9% | +10.0% | -0.6% |
| 30D | -27.4% | -0.9% | -26.5% | -27.6% |
| 3M | -35.7% | +5.6% | -41.3% | -37.4% |
| 6M | -59.3% | -2.5% | -56.9% | -59.7% |
| YTD | -31.5% | +57.8% | -89.3% | -41.4% |
| 1Y | -48.9% | +70.1% | -118.9% | -57.5% |
| 3Y | -79.6% | +35.1% | -114.7% | -82.2% |
| 5Y | -96.5% | +86.1% | -182.6% | -97.2% |
| All | +7.1% | +51.1% | -43.9% | -21.5% |
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