-91.3%
PLUG vs BRO
+17.6%
-109.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -3.2% | -7.3% | +4.1% | -0.2% |
| 30D | -8.3% | -6.9% | -1.4% | -5.9% |
| 3M | -25.8% | +10.7% | -36.5% | -31.3% |
| 6M | -5.8% | -2.7% | -3.1% | -7.2% |
| YTD | +6.6% | -16.3% | +22.9% | +14.1% |
| 1Y | +39.1% | -29.1% | +68.2% | +66.5% |
| 3Y | -73.7% | -7.8% | -65.9% | -76.7% |
| All | -91.3% | +17.6% | -109.0% | -93.7% |
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 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