-76.8%
PLUG vs RRC
+36.3%
-113.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.9% | +10.3% | +8.1% |
| 7D | +5.8% | -10.8% | +16.7% | +8.6% |
| 30D | -18.5% | +22.3% | -40.9% | -23.2% |
| 3M | -30.0% | +26.6% | -56.6% | -34.9% |
| 6M | -56.2% | +18.9% | -75.1% | -58.7% |
| YTD | -26.4% | +39.2% | -65.6% | -35.2% |
| 1Y | -42.2% | +34.0% | -76.2% | -48.7% |
| 3Y | -76.8% | +42.0% | -118.9% | -78.7% |
| All | -76.8% | +36.3% | -113.1% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling