+1.1%
PLUG vs ROP
+185.1%
-183.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.6% | -9.6% | -9.3% |
| 7D | -3.2% | +0.2% | -3.4% | -3.5% |
| 30D | -18.7% | +30.3% | -49.1% | -31.4% |
| 3M | -35.3% | +17.8% | -53.1% | -42.2% |
| 6M | -56.2% | +38.9% | -95.1% | -66.1% |
| YTD | -30.7% | +7.6% | -38.3% | -36.5% |
| 1Y | -46.7% | +6.5% | -53.2% | -50.7% |
| 3Y | -61.3% | -6.3% | -55.1% | -62.1% |
| 5Y | -96.6% | +0.9% | -97.5% | -96.9% |
| 10Y | +1.1% | +180.7% | -179.6% | -52.8% |
| All | +1.1% | +185.1% | -183.9% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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