-96.8%
PLUG vs BN
+38.1%
-134.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | +0.1% |
| 7D | -6.8% | -2.4% | -4.4% | -4.2% |
| 30D | -16.0% | +13.5% | -29.6% | -27.3% |
| 3M | -38.7% | -5.9% | -32.8% | -35.1% |
| 6M | -61.4% | -8.9% | -52.4% | -58.2% |
| 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% | -86.3% |
| All | -96.8% | +38.1% | -134.9% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling