-98.6%
PLUG vs RMBS
+374.8%
-473.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.5% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +3.3% | -12.2% | +15.5% | +6.7% |
| 3M | -39.7% | -49.5% | +9.8% | -29.1% |
| 6M | -12.5% | -7.1% | -5.4% | -12.7% |
| YTD | +10.2% | -7.0% | +17.1% | +8.5% |
| 1Y | +50.7% | +13.3% | +37.4% | +40.4% |
| 3Y | -74.5% | +49.2% | -123.7% | -78.8% |
| 5Y | -91.8% | +250.0% | -341.7% | -94.3% |
| 10Y | +43.7% | +495.1% | -451.4% | -10.4% |
| All | -98.6% | +374.8% | -473.4% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling