+47.9%
PLUG vs GNRC
+448.8%
-401.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -2.4% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -8.3% | -15.7% | +7.4% | +2.5% |
| 3M | -25.8% | -27.3% | +1.5% | -9.8% |
| 6M | -5.8% | -12.1% | +6.2% | -0.8% |
| YTD | +6.6% | +37.1% | -30.5% | -19.9% |
| 1Y | +39.1% | -0.5% | +39.5% | +28.7% |
| 3Y | -73.7% | +61.5% | -135.2% | -83.0% |
| 5Y | -91.3% | -58.6% | -32.7% | -86.9% |
| All | +47.9% | +448.8% | -401.0% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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