-99.5%
PLUG vs BRKR
+173.2%
-272.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.3% |
| 7D | 0.0% | -9.8% | +9.8% | +3.3% |
| 30D | -5.0% | -6.1% | +1.1% | -3.1% |
| 3M | -26.2% | -2.4% | -23.8% | -27.0% |
| 6M | -0.5% | +46.7% | -47.2% | -15.3% |
| YTD | +7.1% | +14.0% | -6.9% | -1.7% |
| 1Y | +46.5% | +76.5% | -30.0% | +16.7% |
| 3Y | -73.5% | -11.7% | -61.8% | -74.1% |
| 5Y | -91.3% | -39.3% | -51.9% | -90.4% |
| 10Y | +54.0% | +154.1% | -100.1% | +13.2% |
| All | -99.5% | +173.2% | -272.6% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling