+1.1%
PLUG vs RRC
+67.7%
-66.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +4.8% | -13.8% | -10.2% |
| 7D | -3.2% | -5.2% | +2.0% | -2.1% |
| 30D | -18.7% | +25.2% | -44.0% | -23.9% |
| 3M | -35.3% | +27.4% | -62.7% | -39.8% |
| 6M | -56.2% | +27.0% | -83.2% | -59.4% |
| YTD | -30.7% | +46.3% | -77.0% | -38.5% |
| 1Y | -46.7% | +37.1% | -83.8% | -52.1% |
| 3Y | -61.3% | +60.2% | -121.5% | -67.1% |
| 5Y | -96.6% | +136.6% | -233.2% | -97.5% |
| 10Y | +1.1% | +68.8% | -67.7% | -38.3% |
| All | +1.1% | +67.7% | -66.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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