-51.3%
PLUG vs RVMD
+644.5%
-695.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | -0.9% | +1.0% | -1.9% | -1.3% |
| 30D | +3.3% | +6.4% | -3.1% | +0.7% |
| 3M | -39.7% | +34.9% | -74.6% | -46.3% |
| 6M | -12.5% | +107.6% | -120.1% | -37.1% |
| YTD | +10.2% | +163.7% | -153.5% | -31.2% |
| 1Y | +50.7% | +439.2% | -388.5% | -32.5% |
| 3Y | -74.5% | +499.2% | -573.7% | -90.1% |
| 5Y | -91.8% | +621.7% | -713.5% | -97.4% |
| All | -51.3% | +644.5% | -695.8% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 all: compounded portfolio wealth divided by compounded RVMD 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…
all analysis · Full analysis span regression · 6 months rolling