+1.5%
PLUG vs BNS
+183.7%
-182.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.8% | -7.9% | -7.9% |
| 7D | -2.8% | -1.1% | -1.7% | -1.5% |
| 30D | -18.5% | +4.7% | -23.2% | -22.0% |
| 3M | -35.1% | +5.5% | -40.6% | -38.6% |
| 6M | -56.1% | +21.7% | -77.8% | -64.3% |
| YTD | -30.5% | +29.5% | -59.9% | -47.4% |
| 1Y | -46.5% | +41.9% | -88.4% | -63.0% |
| 3Y | -61.2% | +148.5% | -209.7% | -84.3% |
| 5Y | -96.6% | +80.3% | -176.9% | -98.1% |
| 10Y | +1.5% | +184.7% | -183.2% | -47.7% |
| All | +1.5% | +183.7% | -182.3% | -47.7% |
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