+27.6%
BX vs PLUG
-91.8%
+119.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.5% |
| 7D | -4.4% | -0.9% | -3.5% | -4.3% |
| 30D | +0.1% | +3.3% | -3.2% | -0.5% |
| 3M | +16.0% | -39.7% | +55.7% | +23.9% |
| 6M | +21.6% | -12.5% | +34.1% | +20.9% |
| YTD | -8.9% | +10.2% | -19.0% | -13.6% |
| 1Y | -16.6% | +50.7% | -67.3% | -27.7% |
| 3Y | +43.3% | -74.5% | +117.8% | +49.7% |
| All | +27.6% | -91.8% | +119.4% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling