-7.5%
PLUG vs ROK
+273.4%
-280.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -2.3% |
| 7D | -6.8% | -8.5% | +1.6% | -1.6% |
| 30D | -16.0% | -6.4% | -9.6% | -12.7% |
| 3M | -38.7% | -8.8% | -29.9% | -35.1% |
| 6M | -61.4% | -10.5% | -50.9% | -58.8% |
| YTD | -31.0% | +5.4% | -36.4% | -35.4% |
| 1Y | -46.2% | +5.0% | -51.2% | -49.4% |
| 3Y | -61.5% | +64.3% | -125.8% | -76.0% |
| 5Y | -96.9% | +34.0% | -130.8% | -97.7% |
| 10Y | -7.5% | +268.2% | -275.6% | -63.8% |
| All | -7.5% | +273.4% | -280.9% | -63.8% |
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