-91.4%
PLUG vs GNRC
-58.2%
-33.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -2.6% |
| 7D | +3.8% | +3.2% | +0.7% | +1.7% |
| 30D | +2.8% | -9.5% | +12.4% | +9.8% |
| 3M | -25.4% | -28.5% | +3.1% | -8.4% |
| 6M | -0.5% | -10.0% | +9.5% | +2.9% |
| YTD | +10.2% | +36.7% | -26.6% | -18.8% |
| 1Y | +53.9% | +2.6% | +51.3% | +38.1% |
| 3Y | -72.7% | +61.9% | -134.6% | -83.1% |
| 5Y | -91.4% | -59.0% | -32.4% | -84.1% |
| All | -91.4% | -58.2% | -33.2% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling