+33.8%
BX vs PLUG
-78.4%
+112.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.4% | -7.7% | -0.8% |
| 7D | +1.8% | +5.8% | -4.0% | +1.3% |
| 30D | +7.9% | -18.5% | +26.4% | +9.4% |
| 3M | -9.6% | -30.0% | +20.4% | -7.4% |
| 6M | -2.3% | -56.2% | +53.9% | +2.8% |
| YTD | -19.3% | -26.4% | +7.1% | -19.0% |
| 1Y | -13.2% | -42.2% | +29.0% | -11.7% |
| 3Y | +33.8% | -76.8% | +110.6% | +33.3% |
| All | +33.8% | -78.4% | +112.1% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling