-96.5%
PLUG vs RMBS
+208.7%
-305.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.0% | +0.4% | +4.3% |
| 7D | +5.8% | -12.0% | +17.8% | +11.5% |
| 30D | -18.5% | -33.1% | +14.6% | -3.5% |
| 3M | -30.0% | -23.7% | -6.3% | -22.2% |
| 6M | -56.2% | -42.7% | -13.5% | -45.9% |
| YTD | -26.4% | -18.9% | -7.5% | -27.8% |
| 1Y | -42.2% | -30.0% | -12.2% | -39.8% |
| 3Y | -76.8% | +28.8% | -105.6% | -85.3% |
| All | -96.5% | +208.7% | -305.2% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling