-26.5%
PLUG vs BN
+290.8%
-317.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.6% | -8.9% | -9.1% |
| 7D | -23.4% | -1.0% | -22.5% | -22.5% |
| 30D | -23.4% | +14.0% | -37.4% | -32.0% |
| 3M | -51.7% | -9.0% | -42.7% | -47.7% |
| 6M | -72.0% | -8.8% | -63.1% | -70.0% |
| YTD | -43.7% | -10.3% | -33.4% | -39.9% |
| 1Y | -55.4% | -5.8% | -49.6% | -54.5% |
| 3Y | -68.0% | +94.8% | -162.8% | -83.3% |
| 5Y | -97.4% | +31.5% | -128.9% | -98.1% |
| All | -26.5% | +290.8% | -317.3% | -70.5% |
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