+20.0%
PLUG vs BLDR
+602.6%
-582.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.0% | +0.9% |
| 7D | +14.5% | -2.7% | +17.2% | +15.3% |
| 30D | -10.7% | +24.8% | -35.5% | -21.1% |
| 3M | -31.2% | -11.7% | -19.5% | -28.5% |
| 6M | -51.9% | -14.8% | -37.2% | -50.5% |
| YTD | -23.9% | -35.9% | +12.0% | -11.6% |
| 1Y | -43.4% | -39.7% | -3.7% | -32.2% |
| 3Y | -74.7% | -45.6% | -29.1% | -69.4% |
| 5Y | -96.3% | -2.5% | -93.8% | -96.7% |
| 10Y | +20.0% | +597.4% | -577.4% | -55.8% |
| All | +20.0% | +602.6% | -582.6% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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