+737.9%
BE vs PLUG
-30.3%
+768.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.7% | +13.7% | +13.3% |
| 7D | +4.5% | -6.8% | +11.4% | +8.7% |
| 30D | -20.1% | -16.0% | -4.1% | -12.5% |
| 3M | -0.8% | -38.7% | +37.9% | +27.0% |
| 6M | -26.2% | -61.4% | +35.1% | +18.5% |
| YTD | +141.1% | -31.0% | +172.0% | +185.3% |
| 1Y | +64.8% | -46.2% | +111.1% | +117.0% |
| 3Y | +1,887.4% | -61.5% | +1,948.9% | +1,786.9% |
| 5Y | +518.1% | -96.9% | +615.0% | +2,116.0% |
| All | +737.9% | -30.3% | +768.1% | +600.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling