-26.5%
PLUG vs RVTY
+211.6%
-238.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.7% | -8.8% | -9.3% |
| 7D | -23.4% | -0.5% | -23.0% | -23.0% |
| 30D | -23.4% | +1.5% | -25.0% | -24.0% |
| 3M | -51.7% | +31.5% | -83.2% | -60.9% |
| 6M | -72.0% | +62.7% | -134.6% | -81.2% |
| YTD | -43.7% | +60.0% | -103.6% | -62.9% |
| 1Y | -55.4% | +65.7% | -121.1% | -71.6% |
| 3Y | -68.0% | +85.2% | -153.2% | -80.7% |
| 5Y | -97.4% | -14.9% | -82.5% | -97.3% |
| All | -26.5% | +211.6% | -238.1% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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