-5.2%
PLUG vs BIYA
-99.9%
+94.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +7.4% |
| 7D | +5.8% | -10.5% | +16.3% | +5.8% |
| 30D | -18.5% | -51.7% | +33.2% | -19.0% |
| 3M | -30.0% | -60.8% | +30.8% | -30.2% |
| 6M | -56.2% | -90.6% | +34.4% | -56.5% |
| YTD | -26.4% | -97.1% | +70.7% | -25.5% |
| 1Y | -42.2% | -99.1% | +56.8% | -41.1% |
| All | -5.2% | -99.9% | +94.7% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling