-99.0%
PLUG vs GPN
+2,611.5%
-2,710.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | -0.9% | +0.8% | -1.7% | -1.3% |
| 30D | +3.3% | +5.8% | -2.5% | +0.1% |
| 3M | -39.7% | +37.0% | -76.7% | -49.9% |
| 6M | -12.5% | +20.1% | -32.6% | -22.4% |
| YTD | +10.2% | +20.4% | -10.3% | -4.0% |
| 1Y | +50.7% | +7.4% | +43.3% | +40.3% |
| 3Y | -74.5% | -26.1% | -48.4% | -72.1% |
| 5Y | -91.8% | -38.5% | -53.3% | -90.2% |
| 10Y | +43.7% | +28.4% | +15.3% | +19.1% |
| All | -99.0% | +2,611.5% | -2,710.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling