+15.1%
PLUG vs BN
+271.1%
-256.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +8.2% |
| 7D | +5.8% | +5.3% | +0.5% | +0.5% |
| 30D | -18.5% | +11.9% | -30.4% | -26.6% |
| 3M | -30.0% | -5.7% | -24.2% | -26.7% |
| 6M | -56.2% | -10.6% | -45.6% | -52.6% |
| YTD | -26.4% | -9.4% | -17.0% | -22.4% |
| 1Y | -42.2% | -8.8% | -33.4% | -39.4% |
| 3Y | -76.8% | +95.6% | -172.5% | -87.9% |
| 5Y | -96.2% | +30.2% | -126.4% | -97.1% |
| All | +15.1% | +271.1% | -256.0% | -49.9% |
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