+1.1%
PLUG vs RMD
+340.4%
-339.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.7% | -8.3% | -8.7% |
| 7D | -3.2% | +3.1% | -6.3% | -4.6% |
| 30D | -18.7% | +1.8% | -20.5% | -19.7% |
| 3M | -35.3% | +6.7% | -42.0% | -37.6% |
| 6M | -56.2% | +13.9% | -70.1% | -60.0% |
| YTD | -30.7% | -2.0% | -28.7% | -32.1% |
| 1Y | -46.7% | -5.4% | -41.3% | -46.7% |
| 3Y | -61.3% | +67.4% | -128.7% | -72.4% |
| 5Y | -96.6% | -5.7% | -90.9% | -96.8% |
| 10Y | +1.1% | +338.4% | -337.3% | -35.8% |
| All | +1.1% | +340.4% | -339.3% | -35.8% |
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