-98.6%
PLUG vs RL
+2,428.9%
-2,527.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +1.9% |
| 7D | -0.9% | -0.8% | -0.1% | -0.5% |
| 30D | +3.3% | -7.8% | +11.1% | +7.0% |
| 3M | -39.7% | -4.0% | -35.7% | -39.3% |
| 6M | -12.5% | -1.9% | -10.6% | -13.0% |
| YTD | +10.2% | -0.2% | +10.3% | +8.5% |
| 1Y | +50.7% | +10.7% | +40.0% | +40.7% |
| 3Y | -74.5% | +210.8% | -285.3% | -85.8% |
| 5Y | -91.8% | +238.2% | -330.0% | -95.5% |
| 10Y | +43.7% | +313.4% | -269.7% | -36.4% |
| All | -98.6% | +2,428.9% | -2,527.5% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling