+58.4%
PLUG vs BNS
+179.9%
-121.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.2% |
| 7D | +3.8% | -1.3% | +5.1% | +5.1% |
| 30D | +2.8% | +4.0% | -1.2% | -1.4% |
| 3M | -25.4% | +13.8% | -39.2% | -35.0% |
| 6M | -0.5% | +32.7% | -33.1% | -26.4% |
| YTD | +10.2% | +27.6% | -17.4% | -15.4% |
| 1Y | +53.9% | +47.4% | +6.5% | +2.6% |
| 3Y | -72.7% | +129.0% | -201.7% | -88.0% |
| 5Y | -91.4% | +92.7% | -184.1% | -95.4% |
| 10Y | +58.4% | +182.1% | -123.7% | -28.7% |
| All | +58.4% | +179.9% | -121.5% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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