-68.0%
PLUG vs RMBS
+32.1%
-100.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.2% | -7.3% | -9.3% |
| 7D | -23.4% | +10.3% | -33.8% | -26.2% |
| 30D | -23.4% | -10.7% | -12.7% | -20.6% |
| 3M | -51.7% | -17.2% | -34.5% | -48.8% |
| 6M | -72.0% | -39.0% | -32.9% | -67.3% |
| YTD | -43.7% | -10.5% | -33.1% | -45.8% |
| 1Y | -55.4% | -11.0% | -44.4% | -57.4% |
| 3Y | -68.0% | +31.3% | -99.3% | -77.5% |
| All | -68.0% | +32.1% | -100.1% | -77.5% |
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