-99.1%
PLUG vs BBY
+670.3%
-769.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.1% | -6.6% | -7.8% |
| 7D | -2.8% | +10.9% | -13.7% | -7.1% |
| 30D | -18.5% | +19.6% | -38.1% | -24.8% |
| 3M | -35.1% | +27.6% | -62.7% | -42.2% |
| 6M | -56.1% | +79.4% | -135.5% | -67.1% |
| YTD | -30.5% | +61.7% | -92.1% | -45.5% |
| 1Y | -46.5% | +40.3% | -86.8% | -55.3% |
| 3Y | -61.2% | +87.9% | -149.1% | -71.7% |
| 5Y | -96.6% | +0.2% | -96.8% | -96.7% |
| 10Y | +1.5% | +274.5% | -273.0% | -44.1% |
| All | -99.1% | +670.3% | -769.5% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling