-99.1%
PLUG vs GWW
+5,178.0%
-5,277.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.8% |
| 7D | +5.8% | +6.0% | -0.2% | +2.3% |
| 30D | -18.5% | +14.0% | -32.6% | -24.6% |
| 3M | -30.0% | +12.5% | -42.5% | -35.0% |
| 6M | -56.2% | +23.6% | -79.8% | -62.0% |
| YTD | -26.4% | +43.6% | -70.0% | -41.8% |
| 1Y | -42.2% | +52.5% | -94.7% | -55.8% |
| 3Y | -76.8% | +92.6% | -169.4% | -85.1% |
| 5Y | -96.2% | +219.0% | -315.2% | -98.2% |
| 10Y | +2.1% | +713.8% | -711.7% | -73.8% |
| All | -99.1% | +5,178.0% | -5,277.1% | -99.9% |
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