-76.8%
PLUG vs ROP
-3.8%
-73.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.9% | +10.3% | +7.3% |
| 7D | +5.8% | +2.1% | +3.7% | +5.9% |
| 30D | -18.5% | +32.9% | -51.5% | -18.0% |
| 3M | -30.0% | +20.0% | -50.0% | -29.6% |
| 6M | -56.2% | +36.4% | -92.6% | -56.1% |
| YTD | -26.4% | +7.8% | -34.2% | -22.9% |
| 1Y | -42.2% | +8.0% | -50.2% | -39.5% |
| 3Y | -76.8% | -3.5% | -73.3% | -72.2% |
| All | -76.8% | -3.8% | -73.1% | -72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling