+15.1%
PLUG vs ROP
+195.2%
-180.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.9% | +10.3% | +9.1% |
| 7D | +5.8% | +2.1% | +3.7% | +4.2% |
| 30D | -18.5% | +32.9% | -51.5% | -32.0% |
| 3M | -30.0% | +20.0% | -50.0% | -38.1% |
| 6M | -56.2% | +36.4% | -92.6% | -65.6% |
| YTD | -26.4% | +7.8% | -34.2% | -32.6% |
| 1Y | -42.2% | +8.0% | -50.2% | -47.1% |
| 3Y | -76.8% | -3.5% | -73.3% | -78.0% |
| 5Y | -96.2% | +1.5% | -97.7% | -96.5% |
| All | +15.1% | +195.2% | -180.2% | -51.4% |
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