+58.4%
PLUG vs RMBS
+557.5%
-499.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.4% |
| 7D | +3.8% | +3.5% | +0.4% | +2.1% |
| 30D | +2.8% | -8.6% | +11.4% | +7.5% |
| 3M | -25.4% | -40.3% | +14.9% | -4.9% |
| 6M | -0.5% | -1.0% | +0.5% | -7.7% |
| YTD | +10.2% | -4.6% | +14.8% | +0.2% |
| 1Y | +53.9% | +17.6% | +36.3% | +19.9% |
| 3Y | -72.7% | +58.6% | -131.4% | -85.6% |
| 5Y | -91.4% | +270.9% | -362.3% | -97.7% |
| 10Y | +58.4% | +569.1% | -510.7% | -71.3% |
| All | +58.4% | +557.5% | -499.1% | -71.3% |
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