-43.7%
PLUG vs GWRE
+844.6%
-888.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.1% | -9.4% | -10.0% |
| 7D | -23.4% | -2.0% | -21.5% | -22.8% |
| 30D | -23.4% | -4.1% | -19.4% | -22.6% |
| 3M | -51.7% | -13.4% | -38.4% | -50.7% |
| 6M | -72.0% | +26.0% | -97.9% | -77.0% |
| YTD | -43.7% | -21.3% | -22.4% | -44.3% |
| 1Y | -55.4% | -27.5% | -27.9% | -54.1% |
| 3Y | -68.0% | +72.7% | -140.7% | -81.4% |
| 5Y | -97.4% | +26.4% | -123.8% | -98.2% |
| 10Y | -24.5% | +169.3% | -193.8% | -61.8% |
| All | -43.7% | +844.6% | -888.3% | -83.1% |
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