-97.3%
PLUG vs GPN
-27.3%
-70.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +4.2% | -14.7% | -12.9% |
| 7D | -23.4% | -5.6% | -17.8% | -21.3% |
| 30D | -23.4% | +13.6% | -37.1% | -30.7% |
| 3M | -51.7% | -2.8% | -48.9% | -52.0% |
| 6M | -72.0% | +38.1% | -110.0% | -78.5% |
| YTD | -43.7% | +19.9% | -63.6% | -53.7% |
| 1Y | -55.4% | +23.4% | -78.8% | -64.0% |
| 3Y | -68.0% | -12.6% | -55.4% | -68.8% |
| All | -97.3% | -27.3% | -70.0% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling