-98.6%
PLUG vs BBY
+561.1%
-659.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.3% | +1.5% |
| 7D | -0.9% | +9.5% | -10.4% | -4.9% |
| 30D | +3.3% | +6.8% | -3.5% | -0.1% |
| 3M | -39.7% | +28.9% | -68.6% | -46.8% |
| 6M | -12.5% | +37.8% | -50.3% | -26.5% |
| YTD | +10.2% | +38.7% | -28.6% | -7.3% |
| 1Y | +50.7% | +23.7% | +27.0% | +33.9% |
| 3Y | -74.5% | +39.1% | -113.6% | -78.8% |
| 5Y | -91.8% | -0.4% | -91.4% | -92.0% |
| 10Y | +43.7% | +234.0% | -190.3% | -16.4% |
| All | -98.6% | +561.1% | -659.7% | -99.6% |
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 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