+109.4%
BP vs PLUG
-96.6%
+206.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.6% |
| 7D | -0.8% | -6.8% | +6.1% | -0.5% |
| 30D | -3.1% | -16.0% | +12.9% | -2.6% |
| 3M | +6.2% | -38.7% | +44.9% | +7.9% |
| 6M | +4.8% | -61.4% | +66.2% | +8.1% |
| YTD | +35.2% | -31.0% | +66.1% | +35.3% |
| 1Y | +27.4% | -46.2% | +73.7% | +28.7% |
| 3Y | +49.8% | -61.5% | +111.2% | +46.4% |
| 5Y | +109.4% | -96.9% | +206.3% | +136.1% |
| All | +109.4% | -96.6% | +206.0% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling