-75.7%
PLUG vs GNRC
+2,151.7%
-2,227.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.6% | -8.2% | -8.5% |
| 7D | -8.1% | +11.9% | -20.1% | -13.6% |
| 30D | -20.5% | -10.0% | -10.5% | -16.4% |
| 3M | -45.9% | -13.1% | -32.8% | -42.7% |
| 6M | -65.2% | -28.5% | -36.7% | -59.7% |
| YTD | -37.1% | +41.4% | -78.5% | -51.0% |
| 1Y | -54.6% | +18.8% | -73.3% | -61.1% |
| 3Y | -64.9% | +86.3% | -151.1% | -76.4% |
| 5Y | -97.1% | -56.8% | -40.3% | -96.2% |
| 10Y | -15.6% | +382.1% | -397.7% | -51.6% |
| All | -75.7% | +2,151.7% | -2,227.4% | -91.3% |
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