-99.2%
PLUG vs ROP
+3,598.0%
-3,697.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.3% | -7.3% | -7.3% |
| 7D | -4.9% | +9.2% | -14.1% | -11.3% |
| 30D | -27.4% | +35.5% | -62.9% | -42.9% |
| 3M | -35.7% | +24.4% | -60.2% | -46.5% |
| 6M | -59.3% | +38.0% | -97.4% | -70.1% |
| YTD | -31.5% | +11.1% | -42.6% | -41.4% |
| 1Y | -48.9% | +10.9% | -59.8% | -56.2% |
| 3Y | -79.6% | -0.5% | -79.2% | -81.8% |
| 5Y | -96.5% | +4.5% | -101.0% | -96.9% |
| 10Y | -4.9% | +207.5% | -212.4% | -66.2% |
| All | -99.2% | +3,598.0% | -3,697.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling