-73.8%
PLUG vs RMBS
+53.3%
-127.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.4% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +3.3% | -12.2% | +15.5% | +8.2% |
| 3M | -39.7% | -49.5% | +9.8% | -24.6% |
| 6M | -12.5% | -7.1% | -5.4% | -13.5% |
| YTD | +10.2% | -7.0% | +17.1% | +6.2% |
| 1Y | +50.7% | +13.3% | +37.4% | +33.0% |
| All | -73.8% | +53.3% | -127.1% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling