-68.0%
PLUG vs BLDR
-50.7%
-17.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.9% | -11.4% | -10.9% |
| 7D | -23.4% | -3.0% | -20.5% | -22.3% |
| 30D | -23.4% | +20.1% | -43.6% | -30.8% |
| 3M | -51.7% | -17.5% | -34.2% | -48.1% |
| 6M | -72.0% | -16.1% | -55.9% | -70.8% |
| YTD | -43.7% | -41.0% | -2.6% | -31.6% |
| 1Y | -55.4% | -41.6% | -13.8% | -45.6% |
| 3Y | -68.0% | -50.8% | -17.2% | -63.2% |
| All | -68.0% | -50.7% | -17.3% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling