-91.9%
PLUG vs BB
-30.6%
-61.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.9% | -5.6% | +4.7% | +2.5% |
| 30D | +3.3% | -11.8% | +15.1% | +10.8% |
| 3M | -39.7% | -25.5% | -14.2% | -31.3% |
| 6M | -12.5% | +121.3% | -133.8% | -51.5% |
| YTD | +10.2% | +103.2% | -93.0% | -35.3% |
| 1Y | +50.7% | +102.6% | -51.9% | -13.0% |
| 3Y | -74.5% | +37.5% | -112.0% | -83.5% |
| All | -91.9% | -30.6% | -61.3% | -92.0% |
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