-98.6%
PLUG vs ROK
+4,443.6%
-4,542.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.6% | +2.0% |
| 7D | -0.9% | +0.7% | -1.6% | -1.3% |
| 30D | +3.3% | -3.3% | +6.6% | +5.8% |
| 3M | -39.7% | -5.9% | -33.9% | -37.6% |
| 6M | -12.5% | +13.9% | -26.4% | -20.3% |
| YTD | +10.2% | +12.6% | -2.4% | +0.6% |
| 1Y | +50.7% | +28.6% | +22.1% | +26.4% |
| 3Y | -74.5% | +45.1% | -119.6% | -81.4% |
| 5Y | -91.8% | +45.6% | -137.3% | -93.9% |
| 10Y | +43.7% | +345.0% | -301.3% | -48.1% |
| All | -98.6% | +4,443.6% | -4,542.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling