-17.9%
PLUG vs GNRC
+377.3%
-395.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.6% | -8.2% | -8.4% |
| 7D | -8.1% | +11.9% | -20.1% | -14.9% |
| 30D | -20.5% | -10.0% | -10.5% | -15.6% |
| 3M | -45.9% | -13.1% | -32.8% | -42.2% |
| 6M | -65.2% | -28.5% | -36.7% | -58.6% |
| YTD | -37.1% | +41.4% | -78.5% | -55.0% |
| 1Y | -54.6% | +18.8% | -73.3% | -63.4% |
| 3Y | -64.9% | +86.3% | -151.1% | -79.8% |
| 5Y | -97.1% | -56.8% | -40.3% | -95.8% |
| All | -17.9% | +377.3% | -395.2% | -51.7% |
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