-73.7%
PLUG vs BRO
-7.6%
-66.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -3.2% | -7.3% | +4.1% | -3.1% |
| 30D | -8.3% | -6.9% | -1.4% | -8.3% |
| 3M | -25.8% | +10.7% | -36.5% | -27.5% |
| 6M | -5.8% | -2.7% | -3.1% | -5.0% |
| YTD | +6.6% | -16.3% | +22.9% | +11.8% |
| 1Y | +39.1% | -29.1% | +68.2% | +54.8% |
| 3Y | -73.7% | -7.8% | -65.9% | -76.7% |
| All | -73.7% | -7.6% | -66.1% | -76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling