-54.6%
PLUG vs GWW
+60.2%
-114.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -9.9% | -9.1% |
| 7D | -8.1% | +3.7% | -11.9% | -9.0% |
| 30D | -20.5% | +13.6% | -34.1% | -22.6% |
| 3M | -45.9% | +15.4% | -61.2% | -47.5% |
| 6M | -65.2% | +21.8% | -87.0% | -67.4% |
| YTD | -37.1% | +50.0% | -87.1% | -52.2% |
| 1Y | -54.6% | +60.2% | -114.8% | -69.4% |
| All | -54.6% | +60.2% | -114.8% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling