-68.0%
PLUG vs RRC
+60.0%
-128.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.7% | -11.2% | -10.6% |
| 7D | -23.4% | +6.4% | -29.8% | -24.5% |
| 30D | -23.4% | +23.9% | -47.3% | -27.7% |
| 3M | -51.7% | +30.2% | -81.9% | -55.2% |
| 6M | -72.0% | +26.3% | -98.2% | -73.9% |
| YTD | -43.7% | +48.1% | -91.7% | -50.9% |
| 1Y | -55.4% | +37.7% | -93.1% | -60.2% |
| 3Y | -68.0% | +60.3% | -128.3% | -71.3% |
| All | -68.0% | +60.0% | -128.0% | -71.3% |
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 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