-42.1%
PLUG vs GWRE
-24.5%
-17.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.9% | -2.4% | +4.0% |
| 7D | +2.8% | +2.2% | +0.6% | +3.0% |
| 30D | -22.8% | +4.5% | -27.3% | -22.4% |
| 3M | -32.4% | +6.4% | -38.8% | -31.7% |
| 6M | -53.4% | +18.8% | -72.2% | -51.2% |
| YTD | -25.9% | -15.1% | -10.8% | -28.0% |
| 1Y | -42.1% | -23.4% | -18.7% | -35.7% |
| All | -42.1% | -24.5% | -17.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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