+52.8%
PLUG vs ROK
+347.3%
-294.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.6% | +1.9% |
| 7D | -0.9% | +0.7% | -1.6% | -1.4% |
| 30D | +3.3% | -3.3% | +6.6% | +6.0% |
| 3M | -39.7% | -5.9% | -33.9% | -37.5% |
| 6M | -12.5% | +13.9% | -26.4% | -21.1% |
| YTD | +10.2% | +12.6% | -2.4% | -0.5% |
| 1Y | +50.7% | +28.6% | +22.1% | +23.8% |
| 3Y | -74.5% | +45.1% | -119.6% | -82.1% |
| 5Y | -91.8% | +45.6% | -137.3% | -94.2% |
| All | +52.8% | +347.3% | -294.4% | -40.9% |
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