-2.0%
PLUG vs BIYA
-99.9%
+97.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.1% | +3.5% |
| 7D | +14.5% | -7.8% | +22.3% | +14.4% |
| 30D | -10.7% | -38.5% | +27.8% | -11.0% |
| 3M | -31.2% | -59.5% | +28.3% | -31.4% |
| 6M | -51.9% | -89.2% | +37.3% | -52.3% |
| YTD | -23.9% | -97.1% | +73.2% | -22.9% |
| 1Y | -43.4% | -99.0% | +55.6% | -42.3% |
| All | -2.0% | -99.9% | +97.9% | -6.1% |
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