+15.1%
PLUG vs RMD
+350.6%
-335.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.2% |
| 7D | +5.8% | +2.3% | +3.5% | +4.5% |
| 30D | -18.5% | +4.1% | -22.7% | -20.4% |
| 3M | -30.0% | +5.7% | -35.7% | -32.4% |
| 6M | -56.2% | +12.9% | -69.1% | -59.8% |
| YTD | -26.4% | -1.5% | -24.9% | -28.0% |
| 1Y | -42.2% | -4.8% | -37.5% | -42.5% |
| 3Y | -76.8% | +57.5% | -134.3% | -82.9% |
| 5Y | -96.2% | -5.5% | -90.7% | -96.4% |
| All | +15.1% | +350.6% | -335.6% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling