-73.1%
PLUG vs GNRC
+2,022.1%
-2,095.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.7% | -5.0% | -6.7% |
| 7D | -2.8% | -13.1% | +10.3% | +4.5% |
| 30D | -18.5% | -19.2% | +0.7% | -8.9% |
| 3M | -35.1% | -11.8% | -23.3% | -31.7% |
| 6M | -56.1% | -32.5% | -23.6% | -47.4% |
| YTD | -30.5% | +33.3% | -63.8% | -43.9% |
| 1Y | -46.5% | +16.0% | -62.5% | -53.5% |
| 3Y | -61.2% | +75.5% | -136.7% | -73.0% |
| 5Y | -96.6% | -58.7% | -37.9% | -95.4% |
| 10Y | +1.5% | +351.2% | -349.7% | -39.7% |
| All | -73.1% | +2,022.1% | -2,095.2% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling