-97.3%
PLUG vs RJF
+81.1%
-178.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.8% | -11.3% | -11.1% |
| 7D | -23.4% | +3.6% | -27.0% | -25.4% |
| 30D | -23.4% | +7.2% | -30.7% | -27.5% |
| 3M | -51.7% | -6.5% | -45.2% | -49.7% |
| 6M | -72.0% | +10.3% | -82.3% | -74.7% |
| YTD | -43.7% | +6.5% | -50.2% | -47.7% |
| 1Y | -55.4% | +6.1% | -61.5% | -58.6% |
| 3Y | -68.0% | +74.9% | -142.9% | -82.8% |
| All | -97.3% | +81.1% | -178.5% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling