+20.0%
PLUG vs RMBS
+571.2%
-551.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.3% | -4.9% | -0.8% |
| 7D | +14.5% | -3.9% | +18.4% | +16.1% |
| 30D | -10.7% | -24.9% | +14.2% | +2.2% |
| 3M | -31.2% | -20.5% | -10.7% | -24.2% |
| 6M | -51.9% | -37.5% | -14.4% | -41.6% |
| YTD | -23.9% | -12.1% | -11.7% | -29.3% |
| 1Y | -43.4% | -25.0% | -18.4% | -43.4% |
| 3Y | -74.7% | +36.1% | -110.8% | -85.5% |
| 5Y | -96.3% | +236.1% | -332.5% | -99.0% |
| 10Y | +20.0% | +541.3% | -521.3% | -79.4% |
| All | +20.0% | +571.2% | -551.2% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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