-73.4%
PLUG vs RPRX
+75.3%
-148.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.7% |
| 7D | +5.8% | +0.2% | +5.7% | +5.7% |
| 30D | -18.5% | +18.6% | -37.1% | -28.1% |
| 3M | -30.0% | +18.0% | -48.0% | -38.3% |
| 6M | -56.2% | +33.8% | -90.0% | -65.2% |
| YTD | -26.4% | +76.6% | -103.0% | -53.1% |
| 1Y | -42.2% | +68.2% | -110.5% | -61.9% |
| 3Y | -76.8% | +161.5% | -238.4% | -89.6% |
| 5Y | -96.2% | +91.4% | -187.6% | -97.7% |
| All | -73.4% | +75.3% | -148.7% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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