-99.2%
PLUG vs TROW
+1,324.4%
-1,423.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -7.2% | -1.7% | -5.5% | -5.9% |
| 30D | -16.4% | +6.4% | -22.8% | -19.9% |
| 3M | -39.0% | -1.5% | -37.5% | -38.3% |
| 6M | -61.5% | +8.3% | -69.8% | -63.9% |
| YTD | -31.2% | +12.4% | -43.6% | -37.3% |
| 1Y | -46.4% | +12.4% | -58.8% | -51.0% |
| 3Y | -61.6% | +38.3% | -99.9% | -68.5% |
| 5Y | -96.9% | -35.2% | -61.7% | -95.5% |
| 10Y | -7.8% | +128.8% | -136.7% | -40.8% |
| All | -99.2% | +1,324.4% | -1,423.5% | -99.8% |
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 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