+39.1%
PLUG vs BRO
-27.7%
+66.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -3.2% | -7.3% | +4.1% | -5.1% |
| 30D | -8.3% | -6.9% | -1.4% | -9.9% |
| 3M | -25.8% | +10.7% | -36.5% | -25.6% |
| 6M | -5.8% | -2.7% | -3.1% | -2.2% |
| YTD | +6.6% | -16.3% | +22.9% | +16.0% |
| 1Y | +39.1% | -29.1% | +68.2% | +87.8% |
| All | +39.1% | -27.7% | +66.8% | +87.8% |
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