+211.0%
RSP vs PLUG
-25.0%
+236.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.5% | +10.7% | +1.0% |
| 7D | +2.4% | -23.4% | +25.8% | +4.2% |
| 30D | +4.3% | -23.4% | +27.7% | +6.1% |
| 3M | -0.3% | -51.7% | +51.4% | +4.7% |
| 6M | +9.8% | -72.0% | +81.8% | +19.4% |
| YTD | +16.8% | -43.7% | +60.5% | +19.2% |
| 1Y | +19.5% | -55.4% | +74.9% | +23.8% |
| 3Y | +65.1% | -68.0% | +133.2% | +60.9% |
| 5Y | +48.7% | -97.4% | +146.1% | +71.2% |
| All | +211.0% | -25.0% | +236.0% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling