+267.4%
RTX vs PLUG
-25.0%
+292.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.5% | +10.6% | +0.7% |
| 7D | +4.8% | -23.4% | +28.2% | +6.3% |
| 30D | +6.5% | -23.4% | +29.9% | +7.9% |
| 3M | -9.6% | -51.7% | +42.1% | -6.1% |
| 6M | +12.3% | -72.0% | +84.3% | +20.1% |
| YTD | +9.5% | -43.7% | +53.1% | +10.9% |
| 1Y | +15.8% | -55.4% | +71.3% | +18.9% |
| 3Y | +157.0% | -68.0% | +225.0% | +148.9% |
| 5Y | +148.8% | -97.4% | +246.2% | +187.5% |
| All | +267.4% | -25.0% | +292.4% | +192.8% |
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