-61.2%
PLUG vs BB
+152.5%
-213.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -8.3% |
| 7D | -2.8% | +11.6% | -14.4% | -7.6% |
| 30D | -18.5% | +2.6% | -21.0% | -19.8% |
| 3M | -35.1% | +3.5% | -38.6% | -37.3% |
| 6M | -56.1% | +43.5% | -99.6% | -66.0% |
| YTD | -30.5% | +141.2% | -171.6% | -60.0% |
| 1Y | -46.5% | +97.4% | -143.9% | -65.8% |
| 3Y | -61.2% | +151.1% | -212.3% | -82.8% |
| All | -61.2% | +152.5% | -213.7% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling