-71.6%
PLUG vs GNRC
+62.7%
-134.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.2% |
| 7D | +8.1% | +4.8% | +3.3% | +4.9% |
| 30D | +3.7% | -10.4% | +14.0% | +10.9% |
| 3M | -29.2% | -28.5% | -0.7% | -14.0% |
| 6M | +6.1% | -6.8% | +12.9% | +6.6% |
| YTD | +14.7% | +39.5% | -24.8% | -17.3% |
| 1Y | +56.9% | +3.4% | +53.6% | +39.7% |
| 3Y | -71.6% | +65.1% | -136.7% | -81.6% |
| All | -71.6% | +62.7% | -134.3% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling