+152.0%
GE vs PLUG
-25.0%
+177.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.5% | +10.8% | +1.1% |
| 7D | +2.7% | -23.4% | +26.1% | +4.7% |
| 30D | +8.1% | -23.4% | +31.5% | +10.1% |
| 3M | -7.9% | -51.7% | +43.9% | -2.9% |
| 6M | +12.9% | -72.0% | +84.9% | +23.4% |
| YTD | +8.2% | -43.7% | +51.8% | +10.4% |
| 1Y | +9.7% | -55.4% | +65.1% | +13.8% |
| 3Y | +266.1% | -68.0% | +334.1% | +253.2% |
| 5Y | +407.4% | -97.4% | +504.8% | +499.9% |
| All | +152.0% | -25.0% | +177.0% | +90.4% |
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