-99.1%
PLUG vs BN
+9,369.8%
-9,468.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +8.1% |
| 7D | +5.8% | +5.3% | +0.5% | +1.2% |
| 30D | -18.5% | +11.9% | -30.4% | -25.5% |
| 3M | -30.0% | -5.7% | -24.2% | -27.1% |
| 6M | -56.2% | -10.6% | -45.6% | -53.0% |
| YTD | -26.4% | -9.4% | -17.0% | -22.7% |
| 1Y | -42.2% | -8.8% | -33.4% | -39.5% |
| 3Y | -76.8% | +95.6% | -172.5% | -86.2% |
| 5Y | -96.2% | +30.2% | -126.4% | -96.8% |
| 10Y | +2.1% | +277.0% | -274.9% | -59.7% |
| All | -99.1% | +9,369.8% | -9,468.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling