+379.8%
BKR vs PLUG
-98.7%
+478.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -7.0% | -3.2% | -3.8% | -6.8% |
| 30D | -8.1% | -8.3% | +0.2% | -7.6% |
| 3M | -6.6% | -25.8% | +19.2% | -4.8% |
| 6M | +0.9% | -5.8% | +6.7% | +0.3% |
| YTD | +31.1% | +6.6% | +24.5% | +28.1% |
| 1Y | +27.7% | +39.1% | -11.4% | +20.1% |
| 3Y | +71.2% | -73.7% | +144.9% | +68.4% |
| 5Y | +177.6% | -91.3% | +268.9% | +186.2% |
| 10Y | +122.7% | +53.3% | +69.4% | +65.0% |
| All | +379.8% | -98.7% | +478.5% | +202.9% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling