-42.1%
PLUG vs BRO
-3.8%
-38.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.6% | +5.2% |
| 7D | +2.8% | +12.2% | -9.3% | +7.7% |
| 30D | -22.8% | +21.3% | -44.0% | -16.2% |
| 3M | -32.4% | +4.1% | -36.5% | -31.2% |
| 6M | -53.4% | +28.9% | -82.2% | -48.6% |
| YTD | -25.9% | -6.6% | -19.3% | -20.7% |
| 1Y | -42.1% | -5.6% | -36.5% | -38.9% |
| All | -42.1% | -3.8% | -38.2% | -38.9% |
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