-64.3%
PLUG vs ROK
+64.0%
-128.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.6% |
| 7D | -8.1% | +6.1% | -14.2% | -10.7% |
| 30D | -20.5% | -6.5% | -14.0% | -18.2% |
| 3M | -45.9% | -10.2% | -35.7% | -43.2% |
| 6M | -65.2% | -10.6% | -54.5% | -63.5% |
| YTD | -37.1% | +4.9% | -41.9% | -38.8% |
| 1Y | -54.6% | +3.8% | -58.4% | -55.5% |
| All | -64.3% | +64.0% | -128.3% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling