-26.5%
PLUG vs BG
+111.0%
-137.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.7% | -12.2% | -11.2% |
| 7D | -23.4% | +2.6% | -26.0% | -24.3% |
| 30D | -23.4% | -6.7% | -16.8% | -21.2% |
| 3M | -51.7% | -9.3% | -42.5% | -50.1% |
| 6M | -72.0% | -18.3% | -53.6% | -69.9% |
| YTD | -43.7% | +16.2% | -59.8% | -49.0% |
| 1Y | -55.4% | +7.6% | -63.0% | -58.1% |
| 3Y | -68.0% | +6.6% | -74.6% | -70.6% |
| 5Y | -97.4% | +22.2% | -119.6% | -97.9% |
| All | -26.5% | +111.0% | -137.5% | -61.3% |
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 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