-19.3%
PLUG vs BIYA
-99.9%
+80.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.8% | -8.4% | -9.2% |
| 7D | -8.5% | +10.0% | -18.5% | -8.5% |
| 30D | -20.8% | -17.7% | -3.1% | -20.9% |
| 3M | -46.1% | -55.0% | +8.9% | -46.2% |
| 6M | -65.3% | -85.1% | +19.8% | -65.5% |
| YTD | -37.3% | -96.9% | +59.6% | -36.5% |
| 1Y | -54.8% | -98.5% | +43.7% | -54.0% |
| All | -19.3% | -99.9% | +80.6% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling