-93.9%
PLUG vs BROS
+10.8%
-104.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.6% | -3.2% | +1.1% |
| 7D | +14.5% | -17.9% | +32.4% | +22.0% |
| 30D | -10.7% | -5.4% | -5.4% | -9.9% |
| 3M | -31.2% | -32.1% | +0.9% | -22.1% |
| 6M | -51.9% | -31.7% | -20.2% | -47.2% |
| YTD | -23.9% | -41.2% | +17.3% | -12.0% |
| 1Y | -43.4% | -32.6% | -10.8% | -37.8% |
| 3Y | -74.7% | +32.7% | -107.4% | -81.6% |
| 5Y | -96.3% | -44.2% | -52.1% | -96.7% |
| All | -93.9% | +10.8% | -104.7% | -94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling