-71.6%
PLUG vs TROW
+14.8%
-86.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.5% | +4.5% |
| 7D | +8.1% | +0.4% | +7.7% | +7.6% |
| 30D | +3.7% | -4.0% | +7.7% | +8.6% |
| 3M | -29.2% | +5.0% | -34.2% | -34.9% |
| 6M | +6.1% | +24.3% | -18.2% | -21.7% |
| YTD | +14.7% | +9.8% | +5.0% | -1.5% |
| 1Y | +56.9% | +6.4% | +50.5% | +42.6% |
| 3Y | -71.6% | +15.8% | -87.4% | -80.8% |
| All | -71.6% | +14.8% | -86.4% | -80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling