-71.6%
PLUG vs GPN
-27.1%
-44.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.4% | +7.5% | +5.8% |
| 7D | +8.1% | -0.7% | +8.8% | +8.3% |
| 30D | +3.7% | +3.8% | -0.2% | +1.5% |
| 3M | -29.2% | +39.2% | -68.3% | -41.9% |
| 6M | +6.1% | +17.9% | -11.8% | -4.9% |
| YTD | +14.7% | +16.4% | -1.6% | +2.3% |
| 1Y | +56.9% | +3.6% | +53.3% | +51.1% |
| 3Y | -71.6% | -26.7% | -44.9% | -69.1% |
| All | -71.6% | -27.1% | -44.5% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling