-95.3%
PLUG vs ROIV
+248.8%
-344.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.2% | -3.3% | -6.4% |
| 7D | -4.9% | -2.4% | -2.5% | -4.2% |
| 30D | -27.4% | +3.1% | -30.5% | -28.0% |
| 3M | -35.7% | +5.8% | -41.6% | -37.0% |
| 6M | -59.3% | +29.3% | -88.6% | -62.5% |
| YTD | -31.5% | +68.8% | -100.2% | -41.5% |
| 1Y | -48.9% | +81.0% | -129.9% | -57.2% |
| 3Y | -79.6% | +294.6% | -374.2% | -86.0% |
| 5Y | -96.5% | +373.1% | -469.6% | -98.1% |
| All | -95.3% | +248.8% | -344.1% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling