-26.5%
PLUG vs ROP
+185.2%
-211.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.4% | -10.9% | -10.7% |
| 7D | -23.4% | +0.7% | -24.2% | -23.8% |
| 30D | -23.4% | +28.8% | -52.2% | -34.8% |
| 3M | -51.7% | +21.1% | -72.8% | -57.6% |
| 6M | -72.0% | +52.5% | -124.5% | -79.5% |
| YTD | -43.7% | +8.9% | -52.5% | -48.7% |
| 1Y | -55.4% | +8.2% | -63.7% | -59.3% |
| 3Y | -68.0% | -5.2% | -62.8% | -68.9% |
| 5Y | -97.4% | +1.7% | -99.1% | -97.6% |
| All | -26.5% | +185.2% | -211.7% | -68.2% |
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