-73.8%
PLUG vs BG
+16.9%
-90.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.2% |
| 7D | -0.9% | +2.8% | -3.7% | -1.8% |
| 30D | +3.3% | +12.0% | -8.7% | -0.7% |
| 3M | -39.7% | -7.7% | -32.0% | -38.1% |
| 6M | -12.5% | +4.5% | -17.0% | -14.5% |
| YTD | +10.2% | +35.7% | -25.5% | -3.6% |
| 1Y | +50.7% | +50.1% | +0.6% | +26.0% |
| All | -73.8% | +16.9% | -90.6% | -75.9% |
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 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