-95.0%
PLUG vs ROIV
+270.3%
-365.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.2% | +1.2% | +5.7% |
| 7D | +5.8% | +5.3% | +0.5% | +4.5% |
| 30D | -18.5% | +11.9% | -30.4% | -20.9% |
| 3M | -30.0% | +10.7% | -40.7% | -32.1% |
| 6M | -56.2% | +34.9% | -91.1% | -60.0% |
| YTD | -26.4% | +79.2% | -105.6% | -38.2% |
| 1Y | -42.2% | +89.0% | -131.2% | -52.2% |
| 3Y | -76.8% | +337.3% | -414.2% | -84.5% |
| 5Y | -96.2% | +402.3% | -498.5% | -98.0% |
| All | -95.0% | +270.3% | -365.2% | -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