+1.5%
PLUG vs TROW
+136.0%
-134.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.1% | -8.7% | -8.7% |
| 7D | -2.8% | +4.4% | -7.2% | -6.8% |
| 30D | -18.5% | +5.5% | -23.9% | -22.5% |
| 3M | -35.1% | -1.3% | -33.8% | -34.3% |
| 6M | -56.1% | +7.9% | -64.0% | -59.9% |
| YTD | -30.5% | +12.6% | -43.1% | -39.4% |
| 1Y | -46.5% | +13.3% | -59.8% | -53.4% |
| 3Y | -61.2% | +38.6% | -99.8% | -71.3% |
| 5Y | -96.6% | -34.7% | -61.9% | -95.0% |
| 10Y | +1.5% | +129.9% | -128.5% | -49.1% |
| All | +1.5% | +136.0% | -134.5% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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