-61.2%
PLUG vs BROS
-33.4%
-27.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.0% | -7.0% | -8.8% |
| 7D | -3.2% | -19.0% | +15.8% | -1.5% |
| 30D | -18.7% | -7.3% | -11.5% | -17.2% |
| 3M | -35.3% | -31.2% | -4.1% | -34.4% |
| All | -61.2% | -33.4% | -27.8% | -52.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling