+50.7%
PLUG vs BRO
-24.4%
+75.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.5% |
| 7D | -0.9% | -2.6% | +1.7% | -1.5% |
| 30D | +3.3% | +0.9% | +2.4% | +3.6% |
| 3M | -39.7% | +24.8% | -64.5% | -38.6% |
| 6M | -12.5% | -0.1% | -12.4% | -6.7% |
| YTD | +10.2% | -9.7% | +19.9% | +22.4% |
| 1Y | +50.7% | -24.5% | +75.2% | +107.2% |
| All | +50.7% | -24.4% | +75.1% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling