-91.9%
PLUG vs RMBS
+250.7%
-342.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.3% |
| 7D | -0.9% | -0.3% | -0.6% | -0.7% |
| 30D | +3.3% | -12.2% | +15.5% | +9.4% |
| 3M | -39.7% | -49.5% | +9.8% | -19.8% |
| 6M | -12.5% | -7.1% | -5.4% | -15.2% |
| YTD | +10.2% | -7.0% | +17.1% | +3.1% |
| 1Y | +50.7% | +13.3% | +37.4% | +24.0% |
| 3Y | -74.5% | +49.2% | -123.7% | -84.9% |
| All | -91.9% | +250.7% | -342.6% | -97.9% |
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