-42.1%
PLUG vs BG
+7.2%
-49.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.1% |
| 7D | +2.8% | -3.8% | +6.6% | +3.4% |
| 30D | -22.8% | -9.6% | -13.1% | -21.6% |
| 3M | -32.4% | -8.5% | -23.9% | -32.0% |
| 6M | -53.4% | -23.0% | -30.3% | -49.9% |
| YTD | -25.9% | +10.9% | -36.8% | -47.1% |
| 1Y | -42.1% | +6.0% | -48.0% | -56.3% |
| All | -42.1% | +7.2% | -49.3% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling