-94.8%
PLUG vs ROIV
+287.3%
-382.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.6% | -1.2% | +2.2% |
| 7D | +14.5% | +13.3% | +1.2% | +10.8% |
| 30D | -10.7% | +14.8% | -25.5% | -13.9% |
| 3M | -31.2% | +11.9% | -43.1% | -33.6% |
| 6M | -51.9% | +42.4% | -94.3% | -56.8% |
| YTD | -23.9% | +87.4% | -111.3% | -36.9% |
| 1Y | -43.4% | +97.2% | -140.6% | -53.7% |
| 3Y | -74.7% | +375.7% | -450.4% | -83.4% |
| 5Y | -96.3% | +379.0% | -475.4% | -98.0% |
| All | -94.8% | +287.3% | -382.1% | -96.4% |
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