+177.9%
GE vs PLUG
-99.1%
+277.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.4% | -4.7% | +2.2% |
| 7D | +7.1% | +5.8% | +1.3% | +6.6% |
| 30D | +6.5% | -18.5% | +25.0% | +7.9% |
| 3M | -13.6% | -30.0% | +16.4% | -11.6% |
| 6M | +6.0% | -56.2% | +62.2% | +11.5% |
| YTD | +5.4% | -26.4% | +31.8% | +5.6% |
| 1Y | +6.5% | -42.2% | +48.7% | +8.2% |
| 3Y | +268.6% | -76.8% | +345.4% | +265.5% |
| 5Y | +389.0% | -96.2% | +485.3% | +437.1% |
| 10Y | +163.3% | +2.1% | +161.2% | +105.1% |
| All | +177.9% | -99.1% | +277.0% | +95.0% |
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