-72.8%
PLUG vs GWRE
+51.5%
-124.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.0% | +1.0% | -3.7% |
| 7D | +3.8% | -26.2% | +30.0% | +5.5% |
| 30D | +2.8% | -17.8% | +20.6% | +3.6% |
| 3M | -25.4% | +14.2% | -39.7% | -27.7% |
| 6M | -0.5% | -12.9% | +12.4% | +0.5% |
| YTD | +10.2% | -29.2% | +39.4% | +14.6% |
| 1Y | +53.9% | -44.4% | +98.3% | +69.5% |
| All | -72.8% | +51.5% | -124.3% | -80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling