+171.7%
BP vs PLUG
-98.6%
+270.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.4% |
| 7D | +3.9% | -0.9% | +4.9% | +4.0% |
| 30D | +7.6% | +3.3% | +4.3% | +7.3% |
| 3M | +0.7% | -39.7% | +40.4% | +3.4% |
| 6M | +15.5% | -12.5% | +28.0% | +15.3% |
| YTD | +30.8% | +10.2% | +20.7% | +28.3% |
| 1Y | +34.3% | +50.7% | -16.4% | +27.6% |
| 3Y | +35.1% | -74.5% | +109.6% | +33.8% |
| 5Y | +126.8% | -91.8% | +218.6% | +132.4% |
| 10Y | +123.4% | +43.7% | +79.6% | +77.6% |
| All | +171.7% | -98.6% | +270.3% | +108.5% |
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