-93.1%
PLUG vs BR
+1,321.0%
-1,414.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +5.4% |
| 7D | -0.9% | -5.3% | +4.4% | +3.2% |
| 30D | +3.3% | +6.4% | -3.1% | -2.1% |
| 3M | -39.7% | +13.6% | -53.4% | -46.9% |
| 6M | -12.5% | -6.7% | -5.8% | -11.8% |
| YTD | +10.2% | -21.1% | +31.2% | +25.3% |
| 1Y | +50.7% | -29.6% | +80.3% | +87.4% |
| 3Y | -74.5% | -2.4% | -72.1% | -75.9% |
| 5Y | -91.8% | +11.2% | -103.0% | -92.8% |
| 10Y | +43.7% | +191.8% | -148.1% | -46.2% |
| All | -93.1% | +1,321.0% | -1,414.1% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling