-7.5%
PLUG vs BB
+31.7%
-39.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.8% |
| 7D | -6.8% | +7.3% | -14.2% | -9.2% |
| 30D | -16.0% | +11.2% | -27.3% | -19.6% |
| 3M | -38.7% | +4.7% | -43.4% | -40.6% |
| 6M | -61.4% | +51.1% | -112.5% | -68.5% |
| YTD | -31.0% | +148.0% | -179.0% | -53.8% |
| 1Y | -46.2% | +106.1% | -152.4% | -61.4% |
| 3Y | -61.5% | +158.2% | -219.7% | -75.9% |
| 5Y | -96.9% | -10.8% | -86.1% | -97.3% |
| 10Y | -7.5% | +29.3% | -36.8% | -25.9% |
| All | -7.5% | +31.7% | -39.1% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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