+47.9%
PLUG vs BRO
+294.2%
-246.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -3.2% | -7.3% | +4.1% | +0.9% |
| 30D | -8.3% | -6.9% | -1.4% | -5.0% |
| 3M | -25.8% | +10.7% | -36.5% | -32.5% |
| 6M | -5.8% | -2.7% | -3.1% | -8.2% |
| YTD | +6.6% | -16.3% | +22.9% | +13.7% |
| 1Y | +39.1% | -29.1% | +68.2% | +67.1% |
| 3Y | -73.7% | -7.8% | -65.9% | -76.0% |
| 5Y | -91.3% | +18.7% | -110.0% | -93.6% |
| All | +47.9% | +294.2% | -246.4% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling