-26.5%
PLUG vs GWRE
+167.6%
-194.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.1% | -9.4% | -10.0% |
| 7D | -23.4% | -2.0% | -21.5% | -22.7% |
| 30D | -23.4% | -4.1% | -19.4% | -22.5% |
| 3M | -51.7% | -13.4% | -38.4% | -50.6% |
| 6M | -72.0% | +26.0% | -97.9% | -77.8% |
| YTD | -43.7% | -21.3% | -22.4% | -44.1% |
| 1Y | -55.4% | -27.5% | -27.9% | -53.5% |
| 3Y | -68.0% | +72.7% | -140.7% | -84.5% |
| 5Y | -97.4% | +26.4% | -123.8% | -98.5% |
| All | -26.5% | +167.6% | -194.1% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling