+48.6%
PLUG vs GWRE
+129.6%
-81.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.1% |
| 7D | 0.0% | -30.9% | +30.9% | +16.5% |
| 30D | -5.0% | -20.7% | +15.7% | +2.9% |
| 3M | -26.2% | +20.2% | -46.4% | -37.7% |
| 6M | -0.5% | -11.9% | +11.4% | -5.3% |
| YTD | +7.1% | -30.3% | +37.4% | +14.4% |
| 1Y | +46.5% | -44.6% | +91.2% | +80.4% |
| 3Y | -73.5% | +48.8% | -122.3% | -85.8% |
| 5Y | -91.3% | +14.8% | -106.0% | -94.5% |
| All | +48.6% | +129.6% | -81.0% | -34.4% |
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