+1.1%
PLUG vs BG
+95.6%
-94.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.7% | -7.3% | -8.3% |
| 7D | -3.2% | +5.0% | -8.2% | -5.1% |
| 30D | -18.7% | -3.2% | -15.5% | -17.8% |
| 3M | -35.3% | -11.2% | -24.1% | -32.4% |
| 6M | -56.2% | -19.4% | -36.8% | -52.7% |
| YTD | -30.7% | +13.6% | -44.3% | -36.5% |
| 1Y | -46.7% | +7.3% | -53.9% | -49.8% |
| 3Y | -61.3% | +3.8% | -65.1% | -64.0% |
| 5Y | -96.6% | +23.2% | -119.8% | -97.2% |
| 10Y | +1.1% | +97.9% | -96.8% | -40.8% |
| All | +1.1% | +95.6% | -94.5% | -40.8% |
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