-96.5%
PLUG vs ROK
+19.3%
-115.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +8.4% |
| 7D | +5.8% | -13.8% | +19.7% | +17.0% |
| 30D | -18.5% | -14.9% | -3.6% | -9.1% |
| 3M | -30.0% | -14.7% | -15.3% | -22.0% |
| 6M | -56.2% | -17.7% | -38.5% | -50.2% |
| YTD | -26.4% | -2.5% | -23.9% | -27.3% |
| 1Y | -42.2% | +2.3% | -44.5% | -44.9% |
| 3Y | -76.8% | +52.7% | -129.6% | -85.8% |
| All | -96.5% | +19.3% | -115.8% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling