-26.5%
PLUG vs RNG
+234.5%
-260.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.7% | -9.8% | -10.2% |
| 7D | -23.4% | +4.6% | -28.1% | -24.9% |
| 30D | -23.4% | +0.4% | -23.9% | -23.8% |
| 3M | -51.7% | +11.4% | -63.2% | -54.5% |
| 6M | -72.0% | +95.7% | -167.6% | -80.6% |
| YTD | -43.7% | +162.9% | -206.5% | -69.0% |
| 1Y | -55.4% | +180.3% | -235.7% | -76.3% |
| 3Y | -68.0% | +188.3% | -256.4% | -84.0% |
| 5Y | -97.4% | -72.5% | -24.9% | -96.5% |
| All | -26.5% | +234.5% | -260.9% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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