-42.1%
PLUG vs GPN
+20.6%
-62.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.5% | +3.9% |
| 7D | +2.8% | +15.0% | -12.2% | -0.3% |
| 30D | -22.8% | +16.9% | -39.7% | -25.4% |
| 3M | -32.4% | +9.2% | -41.6% | -33.8% |
| 6M | -53.4% | +34.7% | -88.1% | -57.5% |
| YTD | -25.9% | +25.4% | -51.3% | -28.4% |
| 1Y | -42.1% | +21.7% | -63.8% | -41.1% |
| All | -42.1% | +20.6% | -62.7% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling