-74.6%
PLUG vs GPC
-1.1%
-73.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.4% |
| 7D | -0.9% | +1.2% | -2.1% | -1.3% |
| 30D | +3.3% | +6.0% | -2.6% | +1.1% |
| 3M | -39.7% | +42.6% | -82.3% | -48.7% |
| 6M | -12.5% | +22.8% | -35.3% | -20.8% |
| YTD | +10.2% | +15.5% | -5.3% | +0.9% |
| 1Y | +50.7% | +2.0% | +48.6% | +48.1% |
| All | -74.6% | -1.1% | -73.6% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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