+170.6%
GE vs PLUG
-99.1%
+269.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.5% | +3.1% | -3.9% |
| 7D | +0.5% | -4.9% | +5.5% | +0.9% |
| 30D | +1.7% | -27.4% | +29.1% | +4.0% |
| 3M | -17.3% | -35.7% | +18.4% | -14.9% |
| 6M | +10.1% | -59.3% | +69.4% | +16.4% |
| YTD | +2.6% | -31.5% | +34.1% | +3.3% |
| 1Y | +3.7% | -48.9% | +52.6% | +6.3% |
| 3Y | +268.3% | -79.6% | +347.9% | +268.6% |
| 5Y | +376.2% | -96.5% | +472.7% | +425.6% |
| 10Y | +156.4% | -4.9% | +161.3% | +100.7% |
| All | +170.6% | -99.1% | +269.8% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling