-95.7%
PLUG vs ROIV
+280.9%
-376.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.4% | -4.4% | -7.6% |
| 7D | -8.1% | +9.2% | -17.4% | -10.3% |
| 30D | -20.5% | +19.9% | -40.4% | -24.2% |
| 3M | -45.9% | +10.6% | -56.4% | -47.5% |
| 6M | -65.2% | +36.1% | -101.2% | -68.3% |
| YTD | -37.1% | +84.3% | -121.3% | -47.5% |
| 1Y | -54.6% | +87.6% | -142.1% | -62.3% |
| 3Y | -64.9% | +353.9% | -418.8% | -76.6% |
| 5Y | -97.1% | +376.1% | -473.2% | -98.5% |
| All | -95.7% | +280.9% | -376.5% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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