+69.8%
BKNG vs PLUG
-97.5%
+167.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.5% | +9.5% | -0.3% |
| 7D | -0.7% | -23.4% | +22.8% | +1.1% |
| 30D | -0.7% | -23.4% | +22.8% | +1.0% |
| 3M | -25.0% | -51.7% | +26.7% | -21.4% |
| 6M | +3.4% | -72.0% | +75.4% | +12.4% |
| YTD | -25.0% | -43.7% | +18.7% | -23.8% |
| 1Y | -20.7% | -55.4% | +34.7% | -18.1% |
| 3Y | +30.9% | -68.0% | +98.9% | +25.7% |
| All | +69.8% | -97.5% | +167.3% | +142.1% |
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