+58.4%
PLUG vs BBY
+236.2%
-177.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.1% |
| 7D | +3.8% | +1.2% | +2.6% | +3.1% |
| 30D | +2.8% | +6.8% | -4.0% | -1.8% |
| 3M | -25.4% | +18.7% | -44.2% | -33.9% |
| 6M | -0.5% | +37.3% | -37.8% | -21.7% |
| YTD | +10.2% | +35.3% | -25.2% | -12.1% |
| 1Y | +53.9% | +20.7% | +33.2% | +32.2% |
| 3Y | -72.7% | +39.4% | -112.2% | -79.4% |
| 5Y | -91.4% | -1.5% | -89.9% | -92.2% |
| 10Y | +58.4% | +239.8% | -181.4% | +9.3% |
| All | +58.4% | +236.2% | -177.8% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling