-55.4%
PLUG vs BG
+8.3%
-63.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.7% | -12.2% | -10.8% |
| 7D | -23.4% | +2.6% | -26.0% | -23.7% |
| 30D | -23.4% | -6.7% | -16.8% | -22.7% |
| 3M | -51.7% | -9.3% | -42.5% | -51.1% |
| 6M | -72.0% | -18.3% | -53.6% | -70.3% |
| YTD | -43.7% | +16.2% | -59.8% | -60.6% |
| 1Y | -55.4% | +7.6% | -63.0% | -65.0% |
| All | -55.4% | +8.3% | -63.8% | -65.0% |
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