+20.0%
PLUG vs BN
+289.4%
-269.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.4% | +0.1% |
| 7D | +14.5% | +3.6% | +10.9% | +10.8% |
| 30D | -10.7% | +15.9% | -26.6% | -21.9% |
| 3M | -31.2% | -2.3% | -28.9% | -30.2% |
| 6M | -51.9% | -8.4% | -43.5% | -49.0% |
| YTD | -23.9% | -5.9% | -18.0% | -22.3% |
| 1Y | -43.4% | -5.6% | -37.8% | -42.3% |
| 3Y | -74.7% | +104.2% | -178.9% | -87.2% |
| 5Y | -96.3% | +35.5% | -131.8% | -97.3% |
| 10Y | +20.0% | +285.2% | -265.2% | -48.2% |
| All | +20.0% | +289.4% | -269.4% | -48.2% |
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