+584.1%
BNY vs PLUG
-98.6%
+682.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +43.8% | +10.2% | +33.6% | +39.5% |
| 1Y | +58.9% | +50.7% | +8.2% | +46.9% |
| 3Y | +290.4% | -74.5% | +364.9% | +284.2% |
| 5Y | +250.1% | -91.8% | +341.9% | +265.4% |
| 10Y | +410.7% | +43.7% | +367.0% | +248.6% |
| All | +584.1% | -98.6% | +682.7% | +304.8% |
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