-26.5%
PLUG vs RSG
+452.6%
-479.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -23.4% | +2.5% | -25.9% | -24.3% |
| 30D | -23.4% | +12.7% | -36.2% | -27.7% |
| 3M | -51.7% | +17.9% | -69.7% | -55.5% |
| 6M | -72.0% | +25.0% | -97.0% | -75.3% |
| YTD | -43.7% | +20.8% | -64.5% | -49.7% |
| 1Y | -55.4% | +24.3% | -79.7% | -61.0% |
| 3Y | -68.0% | +65.3% | -133.3% | -78.3% |
| 5Y | -97.4% | +99.1% | -196.5% | -98.5% |
| All | -26.5% | +452.6% | -479.1% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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