-99.2%
PLUG vs BN
+9,456.8%
-9,555.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.1% | -4.4% | -5.2% |
| 7D | -4.9% | +5.7% | -10.7% | -9.2% |
| 30D | -27.4% | +12.0% | -39.4% | -33.6% |
| 3M | -35.7% | -6.1% | -29.6% | -32.9% |
| 6M | -59.3% | -8.6% | -50.7% | -57.1% |
| YTD | -31.5% | -8.5% | -22.9% | -28.5% |
| 1Y | -48.9% | -8.4% | -40.4% | -46.6% |
| 3Y | -79.6% | +92.3% | -171.9% | -87.7% |
| 5Y | -96.5% | +31.3% | -127.8% | -97.0% |
| 10Y | -4.9% | +280.5% | -285.4% | -62.7% |
| All | -99.2% | +9,456.8% | -9,555.9% | -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