-76.8%
PLUG vs BG
+1.9%
-78.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.2% |
| 7D | +5.8% | +2.5% | +3.3% | +5.1% |
| 30D | -18.5% | -6.1% | -12.5% | -17.2% |
| 3M | -30.0% | -8.5% | -21.4% | -28.6% |
| 6M | -56.2% | -20.4% | -35.8% | -53.3% |
| YTD | -26.4% | +13.3% | -39.7% | -32.3% |
| 1Y | -42.2% | +7.3% | -49.5% | -45.7% |
| 3Y | -76.8% | +2.6% | -79.4% | -76.7% |
| All | -76.8% | +1.9% | -78.8% | -76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling