-98.0%
PLUG vs BLDR
+389.2%
-487.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.5% | +11.9% | +8.8% |
| 7D | +5.8% | -3.7% | +9.5% | +6.6% |
| 30D | -18.5% | +16.8% | -35.3% | -23.0% |
| 3M | -30.0% | -13.7% | -16.2% | -27.6% |
| 6M | -56.2% | -21.9% | -34.3% | -54.0% |
| YTD | -26.4% | -39.2% | +12.8% | -17.5% |
| 1Y | -42.2% | -42.6% | +0.4% | -34.1% |
| 3Y | -76.8% | -50.2% | -26.6% | -72.8% |
| 5Y | -96.2% | -7.0% | -89.2% | -96.3% |
| 10Y | +2.1% | +584.2% | -582.1% | -42.9% |
| All | -98.0% | +389.2% | -487.3% | -99.5% |
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