-96.5%
PLUG vs ROIV
+378.2%
-474.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.2% | +1.2% | +5.6% |
| 7D | +5.8% | +5.3% | +0.5% | +4.4% |
| 30D | -18.5% | +11.9% | -30.4% | -21.1% |
| 3M | -30.0% | +10.7% | -40.7% | -32.3% |
| 6M | -56.2% | +34.9% | -91.1% | -60.3% |
| YTD | -26.4% | +79.2% | -105.6% | -39.2% |
| 1Y | -42.2% | +89.0% | -131.2% | -53.0% |
| 3Y | -76.8% | +337.3% | -414.2% | -85.1% |
| All | -96.5% | +378.2% | -474.7% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling