-98.6%
PLUG vs BRO
+4,171.6%
-4,270.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.5% | +8.7% | +7.0% |
| 7D | +8.1% | -5.4% | +13.5% | +11.7% |
| 30D | +3.7% | -4.3% | +8.0% | +5.9% |
| 3M | -29.2% | +17.8% | -47.0% | -38.3% |
| 6M | +6.1% | -6.8% | +12.9% | +5.9% |
| YTD | +14.7% | -13.8% | +28.5% | +19.0% |
| 1Y | +56.9% | -27.8% | +84.7% | +83.0% |
| 3Y | -71.6% | -4.7% | -66.9% | -73.8% |
| 5Y | -91.0% | +20.6% | -111.7% | -93.0% |
| 10Y | +55.9% | +293.7% | -237.9% | -44.9% |
| All | -98.6% | +4,171.6% | -4,270.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling