+43.7%
PLUG vs BN
+265.3%
-221.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.1% |
| 7D | -0.9% | -2.5% | +1.6% | +1.2% |
| 30D | +3.3% | -9.5% | +12.8% | +12.7% |
| 3M | -39.7% | -10.4% | -29.3% | -34.1% |
| 6M | -12.5% | -6.4% | -6.1% | -9.3% |
| YTD | +10.2% | -11.9% | +22.0% | +19.7% |
| 1Y | +50.7% | -8.6% | +59.3% | +60.3% |
| 3Y | -74.5% | +77.6% | -152.1% | -85.3% |
| 5Y | -91.8% | +37.0% | -128.8% | -93.9% |
| All | +43.7% | +265.3% | -221.6% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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