+189.4%
GE vs PLUG
-98.6%
+288.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +0.9% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -11.6% | +3.3% | -14.9% | -11.9% |
| 3M | +3.0% | -39.7% | +42.7% | +6.4% |
| 6M | -0.5% | -12.5% | +12.0% | -0.6% |
| YTD | +9.7% | +10.2% | -0.4% | +7.0% |
| 1Y | +20.0% | +50.7% | -30.7% | +12.5% |
| 3Y | +275.8% | -74.5% | +350.3% | +270.5% |
| 5Y | +429.1% | -91.8% | +520.9% | +448.1% |
| 10Y | +151.2% | +43.7% | +107.5% | +90.9% |
| All | +189.4% | -98.6% | +288.1% | +97.6% |
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