-26.5%
PLUG vs BBY
+288.1%
-314.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.6% | -11.1% | -10.9% |
| 7D | -23.4% | +4.5% | -27.9% | -25.3% |
| 30D | -23.4% | +16.8% | -40.2% | -30.4% |
| 3M | -51.7% | +23.2% | -75.0% | -58.0% |
| 6M | -72.0% | +91.9% | -163.9% | -82.0% |
| YTD | -43.7% | +61.6% | -105.3% | -59.9% |
| 1Y | -55.4% | +43.9% | -99.3% | -65.9% |
| 3Y | -68.0% | +88.6% | -156.7% | -80.0% |
| 5Y | -97.4% | -3.1% | -94.3% | -97.7% |
| All | -26.5% | +288.1% | -314.6% | -60.0% |
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