+316.9%
BNY vs PLUG
-25.0%
+341.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.5% | +10.9% | +1.1% |
| 7D | +3.9% | -23.4% | +27.3% | +5.7% |
| 30D | +11.9% | -23.4% | +35.4% | +13.8% |
| 3M | -5.0% | -51.7% | +46.7% | -0.5% |
| 6M | +14.6% | -72.0% | +86.6% | +24.1% |
| YTD | +34.5% | -43.7% | +78.1% | +37.2% |
| 1Y | +40.6% | -55.4% | +96.0% | +45.5% |
| 3Y | +261.7% | -68.0% | +329.7% | +253.3% |
| 5Y | +192.3% | -97.4% | +289.7% | +235.6% |
| All | +316.9% | -25.0% | +341.9% | +263.5% |
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 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