+15.1%
PLUG vs OVV
+50.1%
-35.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.6% |
| 7D | +5.8% | -16.7% | +22.5% | +11.4% |
| 30D | -18.5% | -1.5% | -17.0% | -18.6% |
| 3M | -30.0% | +1.6% | -31.5% | -31.0% |
| 6M | -56.2% | +2.0% | -58.2% | -57.2% |
| YTD | -26.4% | +56.8% | -83.2% | -37.0% |
| 1Y | -42.2% | +64.8% | -107.1% | -51.5% |
| 3Y | -76.8% | +38.3% | -115.1% | -80.0% |
| 5Y | -96.2% | +84.9% | -181.1% | -97.0% |
| All | +15.1% | +50.1% | -35.0% | -15.5% |
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