-98.3%
PLUG vs BG
+1,131.5%
-1,229.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.4% |
| 7D | -0.9% | +2.8% | -3.7% | -2.4% |
| 30D | +3.3% | +12.0% | -8.7% | -2.9% |
| 3M | -39.7% | -7.7% | -32.0% | -38.2% |
| 6M | -12.5% | +4.5% | -17.0% | -15.9% |
| YTD | +10.2% | +35.7% | -25.5% | -7.4% |
| 1Y | +50.7% | +50.1% | +0.6% | +18.9% |
| 3Y | -74.5% | +12.6% | -87.1% | -77.2% |
| 5Y | -91.8% | +75.4% | -167.2% | -94.3% |
| 10Y | +43.7% | +150.5% | -106.8% | -23.3% |
| All | -98.3% | +1,131.5% | -1,229.8% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling