+641.7%
BE vs PLUG
-30.0%
+671.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.0% | +4.6% | 0.0% |
| 7D | -13.4% | -3.2% | -10.2% | -11.7% |
| 30D | -33.9% | -18.7% | -15.1% | -26.3% |
| 3M | -12.0% | -35.3% | +23.3% | +9.8% |
| 6M | -29.0% | -56.2% | +27.3% | +7.6% |
| YTD | +113.4% | -30.7% | +144.1% | +152.1% |
| 1Y | +33.2% | -46.7% | +79.9% | +76.1% |
| 3Y | +1,659.2% | -61.3% | +1,720.5% | +1,567.8% |
| 5Y | +461.4% | -96.6% | +558.0% | +1,822.0% |
| All | +641.7% | -30.0% | +671.7% | +519.1% |
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