+49.2%
BP vs PLUG
-75.5%
+124.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | +0.1% |
| 7D | -6.9% | +14.5% | -21.4% | -7.2% |
| 30D | -3.6% | -10.7% | +7.1% | -3.4% |
| 3M | +8.4% | -31.2% | +39.6% | +9.3% |
| 6M | +5.3% | -51.9% | +57.3% | +7.0% |
| YTD | +33.2% | -23.9% | +57.0% | +32.9% |
| 1Y | +28.2% | -43.4% | +71.6% | +28.8% |
| 3Y | +49.2% | -74.7% | +123.9% | +46.4% |
| All | +49.2% | -75.5% | +124.8% | +46.4% |
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