+58.4%
PLUG vs BR
+185.2%
-126.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | +3.8% | -5.0% | +8.8% | +7.2% |
| 30D | +2.8% | -2.5% | +5.3% | +4.2% |
| 3M | -25.4% | +13.5% | -38.9% | -33.3% |
| 6M | -0.5% | -9.4% | +9.0% | +3.8% |
| YTD | +10.2% | -23.3% | +33.4% | +28.4% |
| 1Y | +53.9% | -31.6% | +85.5% | +95.9% |
| 3Y | -72.7% | -5.1% | -67.7% | -73.5% |
| 5Y | -91.4% | +8.2% | -99.6% | -92.4% |
| 10Y | +58.4% | +189.8% | -131.4% | -4.1% |
| All | +58.4% | +185.2% | -126.8% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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