+289.5%
BNY vs PLUG
-72.9%
+362.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.1% |
| 7D | +0.3% | +3.8% | -3.5% | +0.1% |
| 30D | +1.9% | +2.8% | -0.9% | +1.8% |
| 3M | +13.9% | -25.4% | +39.3% | +14.9% |
| 6M | +42.3% | -0.5% | +42.8% | +41.5% |
| YTD | +41.8% | +10.2% | +31.7% | +40.1% |
| 1Y | +57.9% | +53.9% | +4.0% | +53.3% |
| All | +289.5% | -72.9% | +362.4% | +302.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling