-42.1%
PLUG vs BROS
-18.6%
-23.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.3% |
| 7D | +2.8% | +2.5% | +0.3% | +2.1% |
| 30D | -22.8% | +15.1% | -37.8% | -26.0% |
| 3M | -32.4% | -31.4% | -1.0% | -24.9% |
| 6M | -53.4% | -22.6% | -30.7% | -51.1% |
| YTD | -25.9% | -28.1% | +2.3% | -19.0% |
| 1Y | -42.1% | -20.3% | -21.8% | -41.9% |
| All | -42.1% | -18.6% | -23.5% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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