+20.0%
PLUG vs RUN
+133.0%
-113.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.9% | +4.7% |
| 7D | +14.5% | +18.1% | -3.6% | +4.3% |
| 30D | -10.7% | +27.5% | -38.2% | -22.6% |
| 3M | -31.2% | -4.5% | -26.7% | -31.1% |
| 6M | -51.9% | -33.3% | -18.6% | -43.3% |
| YTD | -23.9% | -47.1% | +23.2% | -8.5% |
| 1Y | -43.4% | -43.1% | -0.3% | -35.7% |
| 3Y | -74.7% | -3.0% | -71.7% | -85.5% |
| 5Y | -96.3% | -82.6% | -13.7% | -95.0% |
| 10Y | +20.0% | +103.3% | -83.3% | -25.3% |
| All | +20.0% | +133.0% | -113.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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