-95.6%
PLUG vs BR
+1,486.0%
-1,581.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.3% | -9.0% | -8.9% |
| 7D | -2.8% | +5.0% | -7.8% | -6.6% |
| 30D | -18.5% | +16.6% | -35.1% | -28.1% |
| 3M | -35.1% | +12.0% | -47.0% | -41.5% |
| 6M | -56.1% | +30.7% | -86.8% | -66.1% |
| YTD | -30.5% | -11.9% | -18.5% | -28.3% |
| 1Y | -46.5% | -11.6% | -34.9% | -45.1% |
| 3Y | -61.2% | +15.0% | -76.2% | -68.2% |
| 5Y | -96.6% | +18.1% | -114.7% | -97.2% |
| 10Y | +1.5% | +278.6% | -277.2% | -69.4% |
| All | -95.6% | +1,486.0% | -1,581.7% | -99.7% |
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