-99.2%
PLUG vs RBA
+2,333.2%
-2,432.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.3% | -7.2% | -7.4% |
| 7D | -4.9% | +7.3% | -12.3% | -7.8% |
| 30D | -27.4% | +16.9% | -44.4% | -32.3% |
| 3M | -35.7% | -0.5% | -35.2% | -36.1% |
| 6M | -59.3% | -10.4% | -48.9% | -58.2% |
| YTD | -31.5% | -7.2% | -24.2% | -30.7% |
| 1Y | -48.9% | -2.2% | -46.6% | -49.3% |
| 3Y | -79.6% | +43.7% | -123.3% | -82.5% |
| 5Y | -96.5% | +38.7% | -135.2% | -97.0% |
| 10Y | -4.9% | +231.7% | -236.6% | -41.3% |
| All | -99.2% | +2,333.2% | -2,432.3% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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