-99.2%
PLUG vs BB
+62.0%
-161.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.5% | -3.1% | -6.2% |
| 7D | -4.9% | -8.9% | +4.0% | -2.2% |
| 30D | -27.4% | -12.6% | -14.8% | -24.6% |
| 3M | -35.7% | -4.1% | -31.6% | -35.5% |
| 6M | -59.3% | +49.5% | -108.8% | -65.1% |
| YTD | -31.5% | +120.8% | -152.3% | -47.7% |
| 1Y | -48.9% | +76.2% | -125.1% | -58.3% |
| 3Y | -79.6% | +123.8% | -203.4% | -84.9% |
| 5Y | -96.5% | -24.3% | -72.2% | -96.5% |
| 10Y | -4.9% | +20.1% | -25.0% | -32.7% |
| All | -99.2% | +62.0% | -161.2% | -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