+20.0%
PLUG vs ROK
+277.6%
-257.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.1% | +0.9% |
| 7D | +14.5% | -11.5% | +26.0% | +24.3% |
| 30D | -10.7% | -10.0% | -0.7% | -4.3% |
| 3M | -31.2% | -11.4% | -19.7% | -25.4% |
| 6M | -51.9% | -13.7% | -38.2% | -47.2% |
| YTD | -23.9% | +1.0% | -24.9% | -26.4% |
| 1Y | -43.4% | +5.6% | -49.0% | -47.0% |
| 3Y | -74.7% | +59.1% | -133.8% | -84.0% |
| 5Y | -96.3% | +26.1% | -122.4% | -97.2% |
| 10Y | +20.0% | +266.4% | -246.4% | -57.7% |
| All | +20.0% | +277.6% | -257.6% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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