+267.0%
RTX vs PLUG
+6.6%
+260.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.4% | -8.6% | -1.7% |
| 7D | -5.1% | +5.8% | -11.0% | -5.5% |
| 30D | +5.1% | -18.5% | +23.7% | +6.3% |
| 3M | -14.8% | -30.0% | +15.1% | -13.3% |
| 6M | +8.0% | -56.2% | +64.2% | +12.5% |
| YTD | +4.5% | -26.4% | +30.9% | +4.4% |
| 1Y | +9.8% | -42.2% | +52.1% | +11.1% |
| 3Y | +144.2% | -76.8% | +221.0% | +143.6% |
| 5Y | +131.4% | -96.2% | +227.6% | +160.6% |
| All | +267.0% | +6.6% | +260.4% | +189.3% |
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