-98.6%
PLUG vs TROW
+1,295.3%
-1,393.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.6% |
| 7D | -0.9% | -1.3% | +0.4% | 0.0% |
| 30D | +3.3% | -4.5% | +7.9% | +6.8% |
| 3M | -39.7% | +3.9% | -43.6% | -41.8% |
| 6M | -12.5% | +22.6% | -35.1% | -25.1% |
| YTD | +10.2% | +10.1% | 0.0% | +1.8% |
| 1Y | +50.7% | +3.6% | +47.1% | +47.3% |
| 3Y | -74.5% | +12.4% | -86.9% | -75.6% |
| 5Y | -91.8% | -37.5% | -54.3% | -87.8% |
| 10Y | +43.7% | +130.0% | -86.2% | -8.1% |
| All | -98.6% | +1,295.3% | -1,393.9% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling