-91.9%
PLUG vs BTDR
+26.7%
-118.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.8% | +3.7% |
| 7D | +8.1% | +22.4% | -14.3% | +4.0% |
| 30D | +3.7% | +16.5% | -12.8% | +0.1% |
| 3M | -29.2% | -31.5% | +2.3% | -25.6% |
| 6M | +6.1% | +74.0% | -67.9% | -7.2% |
| YTD | +14.7% | +13.0% | +1.7% | +7.9% |
| 1Y | +56.9% | -0.2% | +57.2% | +49.6% |
| 3Y | -71.6% | +9.9% | -81.5% | -76.4% |
| 5Y | -91.0% | +28.1% | -119.2% | -93.5% |
| All | -91.9% | +26.7% | -118.6% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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