+177.2%
BP vs PLUG
-99.1%
+276.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.5% | +5.5% | -1.6% |
| 7D | -11.2% | -4.9% | -6.3% | -11.0% |
| 30D | -0.7% | -27.4% | +26.7% | +1.0% |
| 3M | +9.8% | -35.7% | +45.5% | +12.3% |
| 6M | -1.6% | -59.3% | +57.8% | +2.9% |
| YTD | +33.5% | -31.5% | +65.0% | +34.2% |
| 1Y | +31.7% | -48.9% | +80.6% | +34.3% |
| 3Y | +45.1% | -79.6% | +124.7% | +45.5% |
| 5Y | +105.9% | -96.5% | +202.4% | +122.0% |
| 10Y | +134.4% | -4.9% | +139.3% | +90.7% |
| All | +177.2% | -99.1% | +276.3% | +118.2% |
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 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