-95.4%
PLUG vs BR
+1,465.0%
-1,560.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.8% |
| 7D | +5.8% | +6.5% | -0.6% | +0.5% |
| 30D | -18.5% | +18.9% | -37.4% | -29.3% |
| 3M | -30.0% | +16.3% | -46.2% | -38.8% |
| 6M | -56.2% | +26.2% | -82.4% | -65.3% |
| YTD | -26.4% | -13.1% | -13.3% | -23.3% |
| 1Y | -42.2% | -10.5% | -31.8% | -41.3% |
| 3Y | -76.8% | +13.3% | -90.2% | -80.9% |
| 5Y | -96.2% | +19.9% | -116.1% | -96.9% |
| 10Y | +2.1% | +254.2% | -252.1% | -67.7% |
| All | -95.4% | +1,465.0% | -1,560.4% | -99.6% |
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