-97.1%
PLUG vs BB
-14.0%
-83.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.0% | -6.2% | -7.5% |
| 7D | -8.5% | +9.0% | -17.5% | -12.8% |
| 30D | -20.8% | +7.7% | -28.5% | -24.6% |
| 3M | -46.1% | +4.0% | -50.1% | -48.6% |
| 6M | -65.3% | +46.6% | -111.9% | -75.0% |
| YTD | -37.3% | +140.6% | -177.9% | -67.7% |
| 1Y | -54.8% | +103.1% | -157.9% | -74.1% |
| 3Y | -65.0% | +150.5% | -215.6% | -85.1% |
| 5Y | -97.1% | -15.4% | -81.7% | -96.8% |
| All | -97.1% | -14.0% | -83.1% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling