-74.7%
PLUG vs BBY
+91.7%
-166.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.7% | -3.2% | +0.3% |
| 7D | +14.5% | +10.5% | +4.0% | +9.0% |
| 30D | -10.7% | +22.1% | -32.9% | -19.3% |
| 3M | -31.2% | +31.0% | -62.2% | -40.5% |
| 6M | -51.9% | +83.2% | -135.1% | -66.7% |
| YTD | -23.9% | +65.1% | -88.9% | -43.9% |
| 1Y | -43.4% | +41.6% | -85.0% | -54.1% |
| 3Y | -74.7% | +95.6% | -170.3% | -88.6% |
| All | -74.7% | +91.7% | -166.4% | -88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling