+1,574.6%
BE vs PLUG
-74.3%
+1,648.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.5% | +6.4% |
| 7D | +20.0% | -0.9% | +20.9% | +20.4% |
| 30D | +7.9% | +3.3% | +4.6% | +6.6% |
| 3M | -13.2% | -39.7% | +26.5% | +3.8% |
| 6M | +53.5% | -12.5% | +66.0% | +64.0% |
| YTD | +191.0% | +10.2% | +180.9% | +184.8% |
| 1Y | +360.5% | +50.7% | +309.8% | +299.7% |
| All | +1,574.6% | -74.3% | +1,648.9% | +2,176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling