+55.9%
PLUG vs BLDR
+359.8%
-303.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.9% | +9.0% | +6.5% |
| 7D | +8.1% | -0.3% | +8.5% | +8.1% |
| 30D | +3.7% | -16.2% | +19.9% | +12.5% |
| 3M | -29.2% | -14.4% | -14.7% | -25.8% |
| 6M | +6.1% | -32.8% | +38.9% | +24.3% |
| YTD | +14.7% | -39.2% | +53.9% | +38.9% |
| 1Y | +56.9% | -57.7% | +114.6% | +126.7% |
| 3Y | -71.6% | -55.3% | -16.3% | -61.6% |
| 5Y | -91.0% | +15.6% | -106.7% | -92.3% |
| 10Y | +55.9% | +359.8% | -303.9% | -27.2% |
| All | +55.9% | +359.8% | -303.9% | -27.2% |
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