-78.4%
PLUG vs ROIV
+290.8%
-369.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.2% | -3.3% | -5.6% |
| 7D | -4.9% | -2.4% | -2.5% | -3.7% |
| 30D | -27.4% | +3.1% | -30.5% | -28.4% |
| 3M | -35.7% | +5.8% | -41.6% | -38.1% |
| 6M | -59.3% | +29.3% | -88.6% | -65.0% |
| YTD | -31.5% | +68.8% | -100.2% | -50.4% |
| 1Y | -48.9% | +81.0% | -129.9% | -64.6% |
| All | -78.4% | +290.8% | -369.3% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling