-60.8%
PLUG vs BROS
+27.4%
-88.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -6.8% | -20.4% | +13.6% | -1.6% |
| 30D | -16.0% | -6.1% | -10.0% | -15.2% |
| 3M | -38.7% | -29.4% | -9.4% | -33.5% |
| 6M | -61.4% | -31.5% | -29.8% | -58.6% |
| YTD | -31.0% | -42.8% | +11.8% | -22.6% |
| 1Y | -46.2% | -37.5% | -8.8% | -41.0% |
| All | -60.8% | +27.4% | -88.2% | -69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling