-97.1%
PLUG vs BLDR
+414.6%
-511.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.1% |
| 7D | -0.9% | -2.8% | +1.9% | 0.0% |
| 30D | +3.3% | -13.3% | +16.6% | +7.8% |
| 3M | -39.7% | -12.3% | -27.5% | -38.1% |
| 6M | -12.5% | -31.5% | +19.0% | -3.6% |
| YTD | +10.2% | -36.1% | +46.2% | +22.9% |
| 1Y | +50.7% | -54.1% | +104.8% | +85.4% |
| 3Y | -74.5% | -55.8% | -18.7% | -68.7% |
| 5Y | -91.8% | +20.7% | -112.5% | -92.3% |
| 10Y | +43.7% | +390.2% | -346.5% | -12.5% |
| All | -97.1% | +414.6% | -511.7% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling