+158.6%
GE vs PLUG
-2.2%
+160.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.5% |
| 7D | +4.0% | -6.8% | +10.9% | +4.6% |
| 30D | +11.1% | -16.0% | +27.1% | +12.4% |
| 3M | -6.7% | -38.7% | +32.0% | -3.4% |
| 6M | +14.3% | -61.4% | +75.6% | +21.8% |
| YTD | +11.7% | -31.0% | +42.7% | +12.4% |
| 1Y | +10.9% | -46.2% | +57.1% | +13.4% |
| 3Y | +279.0% | -61.5% | +340.5% | +260.8% |
| 5Y | +427.0% | -96.9% | +523.9% | +514.1% |
| 10Y | +158.6% | -7.5% | +166.1% | +91.7% |
| All | +158.6% | -2.2% | +160.7% | +91.7% |
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 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