+58.4%
PLUG vs BG
+160.3%
-101.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | +3.8% | +0.5% | +3.3% | +3.6% |
| 30D | +2.8% | +10.3% | -7.5% | -1.8% |
| 3M | -25.4% | -1.9% | -23.5% | -25.6% |
| 6M | -0.5% | +5.2% | -5.7% | -4.0% |
| YTD | +10.2% | +41.2% | -31.0% | -7.4% |
| 1Y | +53.9% | +50.5% | +3.4% | +24.3% |
| 3Y | -72.7% | +19.9% | -92.6% | -76.0% |
| 5Y | -91.4% | +86.7% | -178.1% | -94.1% |
| 10Y | +58.4% | +167.5% | -109.1% | -14.9% |
| All | +58.4% | +160.3% | -101.9% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling