-2.8%
RGTI vs PLUG
-96.1%
+93.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -10.5% | +3.6% | -2.5% |
| 7D | -18.1% | -23.4% | +5.3% | -8.3% |
| 30D | -17.6% | -23.4% | +5.8% | -7.0% |
| 3M | -48.3% | -51.7% | +3.4% | -29.4% |
| 6M | -47.8% | -72.0% | +24.2% | -9.8% |
| YTD | -56.6% | -43.7% | -12.9% | -44.6% |
| 1Y | -61.8% | -55.4% | -6.4% | -47.2% |
| 3Y | +807.5% | -68.0% | +875.6% | +1,010.3% |
| 5Y | -8.8% | -97.4% | +88.6% | +99.6% |
| All | -2.8% | -96.1% | +93.2% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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