-94.1%
PLUG vs BROS
+3.9%
-98.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.3% | +9.7% | +8.2% |
| 7D | +5.8% | -21.2% | +27.1% | +14.4% |
| 30D | -18.5% | -11.6% | -7.0% | -15.8% |
| 3M | -30.0% | -36.7% | +6.7% | -18.7% |
| 6M | -56.2% | -42.8% | -13.4% | -48.6% |
| YTD | -26.4% | -44.8% | +18.4% | -13.0% |
| 1Y | -42.2% | -36.5% | -5.7% | -35.1% |
| 3Y | -76.8% | +27.0% | -103.8% | -82.9% |
| 5Y | -96.2% | -50.3% | -45.9% | -96.6% |
| All | -94.1% | +3.9% | -98.0% | -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