-97.3%
PLUG vs BRO
+15.5%
-112.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.0% | -12.4% | -11.2% |
| 7D | -23.4% | -0.3% | -23.2% | -23.5% |
| 30D | -23.4% | +11.3% | -34.7% | -27.3% |
| 3M | -51.7% | +0.7% | -52.4% | -52.5% |
| 6M | -72.0% | +32.9% | -104.9% | -76.7% |
| YTD | -43.7% | -8.8% | -34.8% | -42.3% |
| 1Y | -55.4% | -9.2% | -46.2% | -54.3% |
| 3Y | -68.0% | +0.1% | -68.1% | -72.9% |
| All | -97.3% | +15.5% | -112.8% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling