+44.7%
BP vs PLUG
-79.9%
+124.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.5% | +5.5% | -1.8% |
| 7D | -11.2% | -4.9% | -6.3% | -11.1% |
| 30D | -0.7% | -27.4% | +26.7% | 0.0% |
| 3M | +9.8% | -35.7% | +45.5% | +10.9% |
| 6M | -1.6% | -59.3% | +57.8% | +0.4% |
| YTD | +33.5% | -31.5% | +65.0% | +33.5% |
| 1Y | +31.7% | -48.9% | +80.6% | +32.7% |
| All | +44.7% | -79.9% | +124.6% | +42.2% |
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