+625.7%
BX vs PLUG
-16.6%
+642.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.2% | +6.3% | -1.7% |
| 7D | -1.1% | -8.5% | +7.5% | -0.1% |
| 30D | +8.8% | -20.8% | +29.6% | +11.8% |
| 3M | -18.3% | -46.1% | +27.8% | -12.1% |
| 6M | -1.5% | -65.3% | +63.8% | +10.8% |
| YTD | -19.9% | -37.3% | +17.4% | -18.0% |
| 1Y | -14.5% | -54.8% | +40.3% | -9.2% |
| 3Y | +32.3% | -65.0% | +97.3% | +25.9% |
| 5Y | -1.1% | -97.1% | +96.0% | +24.6% |
| All | +625.7% | -16.6% | +642.3% | +578.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling