+382.6%
BKR vs PLUG
-98.7%
+481.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.8% | -3.9% | -6.5% |
| 7D | -6.7% | 0.0% | -6.7% | -6.7% |
| 30D | -8.3% | -5.0% | -3.4% | -8.1% |
| 3M | -5.4% | -26.2% | +20.8% | -3.5% |
| 6M | +0.8% | -0.5% | +1.3% | -0.2% |
| YTD | +31.8% | +7.1% | +24.7% | +28.8% |
| 1Y | +28.6% | +46.5% | -17.9% | +20.5% |
| 3Y | +71.2% | -73.5% | +144.7% | +68.3% |
| 5Y | +179.2% | -91.3% | +270.5% | +187.7% |
| 10Y | +124.0% | +54.0% | +69.9% | +65.9% |
| All | +382.6% | -98.7% | +481.2% | +204.5% |
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