-10.8%
PLUG vs BIYA
-99.9%
+89.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +4.9% | -13.9% | -9.0% |
| 7D | -3.2% | -4.1% | +0.9% | -3.2% |
| 30D | -18.7% | -35.5% | +16.8% | -19.0% |
| 3M | -35.3% | -56.3% | +21.0% | -35.5% |
| 6M | -56.2% | -88.7% | +32.4% | -56.5% |
| YTD | -30.7% | -97.0% | +66.2% | -29.8% |
| 1Y | -46.7% | -98.7% | +52.0% | -45.8% |
| All | -10.8% | -99.9% | +89.1% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling