+540.0%
BNY vs PLUG
-99.3%
+639.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.5% | +10.9% | +1.3% |
| 7D | +3.9% | -23.4% | +27.3% | +6.2% |
| 30D | +11.9% | -23.4% | +35.4% | +14.4% |
| 3M | -5.0% | -51.7% | +46.7% | +0.9% |
| 6M | +14.6% | -72.0% | +86.6% | +27.0% |
| YTD | +34.5% | -43.7% | +78.1% | +38.1% |
| 1Y | +40.6% | -55.4% | +96.0% | +47.0% |
| 3Y | +261.7% | -68.0% | +329.7% | +250.9% |
| 5Y | +192.3% | -97.4% | +289.7% | +239.6% |
| 10Y | +324.0% | -24.5% | +348.5% | +206.4% |
| All | +540.0% | -99.3% | +639.3% | +300.6% |
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