-7.5%
PLUG vs BN
+281.2%
-288.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | 0.0% |
| 7D | -6.8% | -2.4% | -4.4% | -4.7% |
| 30D | -16.0% | +13.5% | -29.6% | -25.3% |
| 3M | -38.7% | -5.9% | -32.8% | -35.7% |
| 6M | -61.4% | -8.9% | -52.4% | -58.7% |
| YTD | -31.0% | -7.9% | -23.1% | -28.1% |
| 1Y | -46.2% | -8.3% | -38.0% | -43.7% |
| 3Y | -61.5% | +100.8% | -162.2% | -80.5% |
| 5Y | -96.9% | +38.2% | -135.1% | -97.7% |
| 10Y | -7.5% | +302.3% | -309.8% | -64.0% |
| All | -7.5% | +281.2% | -288.7% | -64.0% |
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