+584.7%
BNY vs PLUG
-98.6%
+683.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.1% |
| 7D | +1.4% | -0.9% | +2.4% | +1.5% |
| 30D | +3.8% | +3.3% | +0.5% | +3.4% |
| 3M | +14.9% | -39.7% | +54.6% | +19.7% |
| 6M | +40.3% | -12.5% | +52.8% | +40.1% |
| YTD | +43.9% | +10.2% | +33.7% | +39.6% |
| 1Y | +59.0% | +50.7% | +8.3% | +47.1% |
| 3Y | +290.7% | -74.5% | +365.2% | +284.5% |
| 5Y | +250.4% | -91.8% | +342.2% | +265.7% |
| 10Y | +411.2% | +43.7% | +367.4% | +248.9% |
| All | +584.7% | -98.6% | +683.3% | +305.1% |
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 1990-01-01 to 2026-09-07: 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 2026-09-07 analysis · Full analysis span regression · 6 months rolling