-55.4%
PLUG vs GNRC
+18.7%
-74.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.1% | -9.4% | -10.0% |
| 7D | -23.4% | +7.9% | -31.4% | -26.0% |
| 30D | -23.4% | -3.7% | -19.8% | -22.6% |
| 3M | -51.7% | -11.9% | -39.8% | -49.4% |
| 6M | -72.0% | -28.6% | -43.4% | -67.9% |
| YTD | -43.7% | +39.9% | -83.5% | -56.7% |
| 1Y | -55.4% | +23.4% | -78.8% | -63.1% |
| All | -55.4% | +18.7% | -74.1% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling