-12.5%
PLUG vs GNRC
-16.4%
+3.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.5% | +1.5% |
| 7D | -0.9% | +1.9% | -2.8% | -1.9% |
| 30D | +3.3% | -13.8% | +17.2% | +12.0% |
| 3M | -39.7% | -32.6% | -7.1% | -25.4% |
| 6M | -12.5% | -15.2% | +2.7% | -10.1% |
| All | -12.5% | -16.4% | +3.9% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling