-99.1%
PLUG vs ROP
+3,507.2%
-3,606.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.2% |
| 7D | -6.8% | -2.9% | -3.9% | -5.0% |
| 30D | -16.0% | +30.1% | -46.1% | -32.1% |
| 3M | -38.7% | +19.9% | -58.6% | -47.7% |
| 6M | -61.4% | +46.0% | -107.4% | -72.7% |
| YTD | -31.0% | +8.4% | -39.3% | -40.0% |
| 1Y | -46.2% | +8.8% | -55.1% | -53.4% |
| 3Y | -61.5% | -5.6% | -55.8% | -64.0% |
| 5Y | -96.9% | +3.0% | -99.9% | -97.2% |
| 10Y | -7.5% | +184.0% | -191.5% | -65.0% |
| All | -99.1% | +3,507.2% | -3,606.3% | -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