-6.8%
PLUG vs BBY
+287.0%
-293.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.1% | -6.6% | -7.5% |
| 7D | -2.8% | +10.9% | -13.7% | -8.5% |
| 30D | -18.5% | +19.6% | -38.1% | -27.0% |
| 3M | -35.1% | +27.6% | -62.7% | -44.6% |
| 6M | -56.1% | +79.4% | -135.5% | -70.7% |
| YTD | -30.5% | +61.7% | -92.1% | -50.6% |
| 1Y | -46.5% | +40.3% | -86.8% | -58.4% |
| 3Y | -61.2% | +87.9% | -149.1% | -75.7% |
| 5Y | -96.6% | +0.2% | -96.8% | -97.0% |
| All | -6.8% | +287.0% | -293.8% | -50.2% |
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