-91.0%
PLUG vs BNS
+94.5%
-185.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.2% | +5.5% |
| 7D | +8.1% | +1.8% | +6.3% | +5.4% |
| 30D | +3.7% | +4.5% | -0.8% | -2.8% |
| 3M | -29.2% | +15.8% | -44.9% | -42.8% |
| 6M | +6.1% | +31.5% | -25.4% | -29.4% |
| YTD | +14.7% | +28.6% | -13.9% | -21.5% |
| 1Y | +56.9% | +48.2% | +8.7% | -12.2% |
| 3Y | -71.6% | +130.8% | -202.4% | -91.5% |
| 5Y | -91.0% | +94.9% | -185.9% | -96.4% |
| All | -91.0% | +94.5% | -185.5% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling