+20.0%
PLUG vs RNG
+259.3%
-239.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.5% | +3.0% |
| 7D | +14.5% | -6.2% | +20.7% | +17.7% |
| 30D | -10.7% | -8.0% | -2.7% | -7.5% |
| 3M | -31.2% | +15.7% | -46.9% | -36.3% |
| 6M | -51.9% | +60.3% | -112.3% | -63.8% |
| YTD | -23.9% | +153.8% | -177.6% | -57.6% |
| 1Y | -43.4% | +172.2% | -215.6% | -69.6% |
| 3Y | -74.7% | +174.8% | -249.5% | -87.3% |
| 5Y | -96.3% | -68.6% | -27.7% | -95.4% |
| 10Y | +20.0% | +248.2% | -228.2% | -41.5% |
| All | +20.0% | +259.3% | -239.3% | -41.5% |
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