-91.0%
PLUG vs BBY
+0.9%
-92.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.2% | +4.8% |
| 7D | +8.1% | +8.1% | 0.0% | +2.5% |
| 30D | +3.7% | +8.9% | -5.3% | -3.0% |
| 3M | -29.2% | +22.0% | -51.2% | -39.6% |
| 6M | +6.1% | +37.8% | -31.7% | -20.1% |
| YTD | +14.7% | +37.3% | -22.6% | -13.1% |
| 1Y | +56.9% | +21.6% | +35.4% | +30.6% |
| 3Y | -71.6% | +41.5% | -113.1% | -80.9% |
| 5Y | -91.0% | +1.2% | -92.3% | -93.3% |
| All | -91.0% | +0.9% | -92.0% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling