-94.6%
PLUG vs BTDR
-33.9%
-60.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.9% | -6.4% | +1.5% |
| 7D | +14.5% | +7.1% | +7.4% | +12.6% |
| 30D | -10.7% | -31.4% | +20.6% | -4.6% |
| 3M | -31.2% | -39.2% | +8.1% | -25.5% |
| 6M | -51.9% | -50.9% | -1.0% | -46.8% |
| YTD | -23.9% | -41.0% | +17.2% | -19.7% |
| 1Y | -43.4% | -69.9% | +26.5% | -34.1% |
| 3Y | -74.7% | +87.3% | -162.0% | -77.7% |
| 5Y | -96.3% | -33.6% | -62.7% | -97.0% |
| All | -94.6% | -33.9% | -60.7% | -95.6% |
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