+701.6%
BE vs PLUG
-25.1%
+726.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.5% | -9.9% | -8.1% |
| 7D | -12.1% | +2.8% | -15.0% | -13.3% |
| 30D | -30.1% | -22.8% | -7.3% | -20.6% |
| 3M | -12.1% | -32.4% | +20.3% | +6.5% |
| 6M | -30.6% | -53.4% | +22.8% | +1.6% |
| YTD | +130.6% | -25.9% | +156.5% | +162.5% |
| 1Y | +55.3% | -42.1% | +97.4% | +96.1% |
| 3Y | +1,755.6% | -77.9% | +1,833.5% | +2,153.7% |
| 5Y | +564.5% | -96.4% | +660.8% | +2,093.0% |
| All | +701.6% | -25.1% | +726.7% | +544.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling