-99.1%
PLUG vs BB
+69.2%
-168.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.4% | +3.0% | +6.1% |
| 7D | +5.8% | +3.8% | +2.0% | +4.8% |
| 30D | -18.5% | -0.3% | -18.2% | -18.6% |
| 3M | -30.0% | -0.5% | -29.5% | -30.4% |
| 6M | -56.2% | +45.9% | -102.1% | -62.1% |
| YTD | -26.4% | +130.6% | -157.0% | -44.5% |
| 1Y | -42.2% | +89.2% | -131.4% | -53.8% |
| 3Y | -76.8% | +137.5% | -214.3% | -83.2% |
| 5Y | -96.2% | -20.9% | -75.3% | -96.3% |
| 10Y | +2.1% | +25.4% | -23.3% | -28.6% |
| All | -99.1% | +69.2% | -168.3% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling