-11.1%
PLUG vs BIYA
-99.9%
+88.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -0.7% |
| 7D | -6.8% | +2.5% | -9.4% | -6.8% |
| 30D | -16.0% | -22.3% | +6.2% | -16.2% |
| 3M | -38.7% | -54.8% | +16.1% | -38.9% |
| 6M | -61.4% | -86.5% | +25.1% | -61.6% |
| YTD | -31.0% | -96.8% | +65.9% | -30.1% |
| 1Y | -46.2% | -98.6% | +52.4% | -45.3% |
| All | -11.1% | -99.9% | +88.8% | -14.8% |
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