+38.4%
BX vs PLUG
-74.3%
+112.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.3% |
| 7D | -4.4% | -0.9% | -3.5% | -4.3% |
| 30D | +0.1% | +3.3% | -3.2% | -0.2% |
| 3M | +16.0% | -39.7% | +55.7% | +20.0% |
| 6M | +21.6% | -12.5% | +34.1% | +21.3% |
| YTD | -8.9% | +10.2% | -19.0% | -11.2% |
| 1Y | -16.6% | +50.7% | -67.3% | -22.0% |
| All | +38.4% | -74.3% | +112.6% | +36.5% |
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 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