+154.9%
GE vs PLUG
-1.4%
+156.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.7% | +9.4% | +1.4% |
| 7D | +5.4% | -2.8% | +8.2% | +5.6% |
| 30D | +9.6% | -18.5% | +28.1% | +11.2% |
| 3M | -7.7% | -35.1% | +27.4% | -4.9% |
| 6M | +14.0% | -56.1% | +70.1% | +20.3% |
| YTD | +10.2% | -30.5% | +40.6% | +10.7% |
| 1Y | +8.9% | -46.5% | +55.4% | +11.4% |
| 3Y | +273.7% | -61.2% | +334.8% | +255.5% |
| 5Y | +410.2% | -96.6% | +506.8% | +489.4% |
| All | +154.9% | -1.4% | +156.4% | +88.9% |
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