+278.0%
RTX vs PLUG
+43.7%
+234.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.8% |
| 7D | -5.2% | -0.9% | -4.2% | -5.1% |
| 30D | -9.4% | +3.3% | -12.7% | -9.6% |
| 3M | +12.3% | -39.7% | +52.0% | +15.3% |
| 6M | -3.1% | -12.5% | +9.4% | -3.4% |
| YTD | +10.7% | +10.2% | +0.5% | +8.2% |
| 1Y | +28.4% | +50.7% | -22.3% | +21.0% |
| 3Y | +147.1% | -74.5% | +221.6% | +147.4% |
| 5Y | +167.2% | -91.8% | +259.0% | +182.7% |
| All | +278.0% | +43.7% | +234.3% | +192.1% |
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