+50.7%
PLUG vs GWRE
-25.4%
+76.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -19.9% | +22.8% | +1.8% |
| 7D | -0.9% | -21.1% | +20.2% | -2.0% |
| 30D | +3.3% | +1.3% | +2.0% | +3.5% |
| 3M | -39.7% | +7.4% | -47.2% | -39.1% |
| 6M | -12.5% | +5.6% | -18.1% | -9.9% |
| YTD | +10.2% | -19.2% | +29.4% | +13.5% |
| 1Y | +50.7% | -25.1% | +75.8% | +60.5% |
| All | +50.7% | -25.4% | +76.1% | +60.5% |
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