+675.5%
BE vs PLUG
-23.1%
+698.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.4% | +8.5% | +10.2% |
| 7D | -1.2% | +14.5% | -15.7% | -7.0% |
| 30D | -30.9% | -10.7% | -20.2% | -26.3% |
| 3M | -11.6% | -31.2% | +19.6% | +7.1% |
| 6M | -25.7% | -51.9% | +26.2% | +7.6% |
| YTD | +123.1% | -23.9% | +147.0% | +152.1% |
| 1Y | +43.4% | -43.4% | +86.8% | +84.1% |
| 3Y | +1,683.6% | -74.7% | +1,758.3% | +1,911.7% |
| 5Y | +465.4% | -96.3% | +561.7% | +1,764.9% |
| All | +675.5% | -23.1% | +698.6% | +519.0% |
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