+1.1%
PLUG vs BN
+280.2%
-279.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.3% | -7.7% | -7.8% |
| 7D | -3.2% | +4.3% | -7.5% | -6.6% |
| 30D | -18.7% | +14.3% | -33.0% | -28.0% |
| 3M | -35.3% | -4.1% | -31.2% | -33.2% |
| 6M | -56.2% | -9.7% | -46.6% | -53.0% |
| YTD | -30.7% | -7.1% | -23.6% | -28.4% |
| 1Y | -46.7% | -7.4% | -39.3% | -44.7% |
| 3Y | -61.3% | +102.3% | -163.7% | -80.4% |
| 5Y | -96.6% | +35.9% | -132.5% | -97.5% |
| 10Y | +1.1% | +289.2% | -288.1% | -56.5% |
| All | +1.1% | +280.2% | -279.1% | -56.5% |
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