+209.9%
BKNG vs PLUG
+54.0%
+155.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.7% |
| 7D | -10.7% | 0.0% | -10.7% | -10.7% |
| 30D | -18.1% | -5.0% | -13.1% | -17.9% |
| 3M | +8.5% | -26.2% | +34.7% | +10.7% |
| 6M | -0.1% | -0.5% | +0.4% | -1.3% |
| YTD | -18.2% | +7.1% | -25.3% | -20.5% |
| 1Y | -19.9% | +46.5% | -66.4% | -25.4% |
| 3Y | +41.6% | -73.5% | +115.1% | +40.1% |
| 5Y | +93.1% | -91.3% | +184.4% | +105.2% |
| All | +209.9% | +54.0% | +155.9% | +144.0% |
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