-12.5%
PLUG vs RMBS
-5.9%
-6.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.3% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +3.3% | -12.2% | +15.5% | +8.6% |
| 3M | -39.7% | -49.5% | +9.8% | -25.0% |
| 6M | -12.5% | -7.1% | -5.4% | -16.3% |
| All | -12.5% | -5.9% | -6.6% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling