+15.1%
PLUG vs RL
+356.1%
-341.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +8.1% |
| 7D | +5.8% | -4.2% | +10.0% | +8.2% |
| 30D | -18.5% | +4.3% | -22.8% | -20.4% |
| 3M | -30.0% | -4.6% | -25.4% | -28.7% |
| 6M | -56.2% | +1.7% | -57.9% | -57.5% |
| YTD | -26.4% | +7.3% | -33.7% | -30.8% |
| 1Y | -42.2% | +20.8% | -63.0% | -49.2% |
| 3Y | -76.8% | +247.0% | -323.8% | -88.8% |
| 5Y | -96.2% | +225.5% | -321.7% | -98.1% |
| All | +15.1% | +356.1% | -341.0% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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