+103.9%
BP vs PLUG
-96.4%
+200.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.8% | -0.6% |
| 7D | -11.6% | +5.8% | -17.5% | -11.8% |
| 30D | 0.0% | -18.5% | +18.6% | +0.7% |
| 3M | +6.7% | -30.0% | +36.7% | +8.0% |
| 6M | +2.2% | -56.2% | +58.4% | +4.9% |
| YTD | +33.0% | -26.4% | +59.4% | +32.9% |
| 1Y | +30.7% | -42.2% | +73.0% | +31.7% |
| 3Y | +44.2% | -76.8% | +121.0% | +44.5% |
| All | +103.9% | -96.4% | +200.3% | +126.9% |
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