+10.2%
PLUG vs GWRE
+869.7%
-859.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -19.9% | +22.8% | +11.4% |
| 7D | -0.9% | -21.1% | +20.2% | +7.9% |
| 30D | +3.3% | +1.3% | +2.0% | +0.4% |
| 3M | -39.7% | +7.4% | -47.2% | -44.6% |
| 6M | -12.5% | +5.6% | -18.1% | -22.8% |
| YTD | +10.2% | -19.2% | +29.4% | +9.7% |
| 1Y | +50.7% | -25.1% | +75.8% | +53.5% |
| 3Y | -74.5% | +87.7% | -162.2% | -85.7% |
| 5Y | -91.8% | +32.0% | -123.8% | -94.4% |
| 10Y | +43.7% | +157.8% | -114.1% | -25.1% |
| All | +10.2% | +869.7% | -859.5% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling