+52.8%
PLUG vs RVTY
+149.2%
-96.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.2% | +3.1% |
| 7D | -0.9% | +1.1% | -2.0% | -1.8% |
| 30D | +3.3% | +13.2% | -9.9% | -5.8% |
| 3M | -39.7% | +27.2% | -67.0% | -50.5% |
| 6M | -12.5% | +32.4% | -44.9% | -32.6% |
| YTD | +10.2% | +34.9% | -24.7% | -16.9% |
| 1Y | +50.7% | +52.4% | -1.7% | +3.9% |
| 3Y | -74.5% | +12.3% | -86.8% | -77.8% |
| 5Y | -91.8% | -30.8% | -61.0% | -90.1% |
| All | +52.8% | +149.2% | -96.4% | -14.4% |
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