-91.0%
PLUG vs BG
+84.8%
-175.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.2% | +2.7% |
| 7D | +8.1% | +2.4% | +5.8% | +7.3% |
| 30D | +3.7% | +15.0% | -11.4% | -1.5% |
| 3M | -29.2% | -0.7% | -28.5% | -29.4% |
| 6M | +6.1% | +7.5% | -1.4% | +2.5% |
| YTD | +14.7% | +41.6% | -26.9% | -0.8% |
| 1Y | +56.9% | +50.7% | +6.3% | +31.8% |
| 3Y | -71.6% | +20.3% | -91.9% | -74.6% |
| 5Y | -91.0% | +85.2% | -176.3% | -93.2% |
| All | -91.0% | +84.8% | -175.8% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling