-73.7%
PLUG vs BRKR
-11.8%
-61.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -3.2% | -8.7% | +5.4% | +0.4% |
| 30D | -8.3% | -9.9% | +1.6% | -4.4% |
| 3M | -25.8% | -3.1% | -22.7% | -27.2% |
| 6M | -5.8% | +45.5% | -51.3% | -27.4% |
| YTD | +6.6% | +13.7% | -7.1% | -6.8% |
| 1Y | +39.1% | +67.4% | -28.4% | -4.1% |
| 3Y | -73.7% | -13.2% | -60.5% | -76.4% |
| All | -73.7% | -11.8% | -61.9% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling