-98.6%
PLUG vs GWW
+4,752.3%
-4,850.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.3% |
| 7D | -0.9% | +1.4% | -2.3% | -1.7% |
| 30D | +3.3% | +3.3% | +0.1% | +1.2% |
| 3M | -39.7% | +2.9% | -42.6% | -41.3% |
| 6M | -12.5% | +15.8% | -28.3% | -21.0% |
| YTD | +10.2% | +32.0% | -21.9% | -8.1% |
| 1Y | +50.7% | +29.9% | +20.8% | +27.0% |
| 3Y | -74.5% | +91.1% | -165.6% | -83.5% |
| 5Y | -91.8% | +223.9% | -315.7% | -96.1% |
| 10Y | +43.7% | +567.0% | -523.3% | -58.4% |
| All | -98.6% | +4,752.3% | -4,850.9% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling