-69.3%
PLUG vs RVMD
+584.4%
-653.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.5% | -5.1% | -7.3% |
| 7D | -2.8% | -0.6% | -2.2% | -2.5% |
| 30D | -18.5% | +1.7% | -20.2% | -18.9% |
| 3M | -35.1% | -6.7% | -28.4% | -33.6% |
| 6M | -56.1% | +36.1% | -92.2% | -61.2% |
| YTD | -30.5% | +142.4% | -172.8% | -55.2% |
| 1Y | -46.5% | +207.8% | -254.2% | -69.1% |
| 3Y | -61.2% | +879.5% | -940.7% | -87.3% |
| 5Y | -96.6% | +509.0% | -605.6% | -98.9% |
| All | -69.3% | +584.4% | -653.6% | -91.3% |
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