+58.4%
PLUG vs TROW
+128.2%
-69.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.4% | -2.5% |
| 7D | +3.8% | -1.5% | +5.3% | +5.3% |
| 30D | +2.8% | -5.3% | +8.1% | +8.3% |
| 3M | -25.4% | +2.9% | -28.4% | -28.6% |
| 6M | -0.5% | +22.2% | -22.7% | -19.8% |
| YTD | +10.2% | +8.1% | +2.1% | 0.0% |
| 1Y | +53.9% | +5.8% | +48.1% | +45.1% |
| 3Y | -72.7% | +14.0% | -86.8% | -75.4% |
| 5Y | -91.4% | -38.3% | -53.1% | -86.7% |
| 10Y | +58.4% | +131.7% | -73.3% | -5.8% |
| All | +58.4% | +128.2% | -69.8% | -5.8% |
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