+387.2%
BE vs PLUG
-96.4%
+483.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.4% | -4.0% | 0.0% |
| 7D | -14.7% | +5.8% | -20.6% | -16.6% |
| 30D | -40.5% | -18.5% | -22.0% | -34.3% |
| 3M | -24.3% | -30.0% | +5.6% | -10.5% |
| 6M | -39.3% | -56.2% | +16.9% | -10.8% |
| YTD | +99.4% | -26.4% | +125.8% | +128.9% |
| 1Y | +26.6% | -42.2% | +68.8% | +59.3% |
| 3Y | +1,616.9% | -76.8% | +1,693.8% | +2,067.9% |
| All | +387.2% | -96.4% | +483.6% | +1,840.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling