+15.1%
PLUG vs RVTY
+206.3%
-191.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.6% | +5.3% |
| 7D | +5.8% | -1.2% | +7.0% | +7.0% |
| 30D | -18.5% | +1.0% | -19.6% | -19.0% |
| 3M | -30.0% | +35.8% | -65.8% | -44.8% |
| 6M | -56.2% | +56.7% | -112.9% | -70.0% |
| YTD | -26.4% | +60.7% | -87.1% | -51.8% |
| 1Y | -42.2% | +73.7% | -115.9% | -64.7% |
| 3Y | -76.8% | +82.8% | -159.6% | -85.9% |
| 5Y | -96.2% | -7.0% | -89.2% | -96.3% |
| All | +15.1% | +206.3% | -191.2% | -44.7% |
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