-68.0%
PLUG vs BTDR
+41.1%
-109.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -8.6% | -1.8% | -8.3% |
| 7D | -23.4% | -6.9% | -16.5% | -22.0% |
| 30D | -23.4% | -31.5% | +8.1% | -16.4% |
| 3M | -51.7% | -36.1% | -15.7% | -46.9% |
| 6M | -72.0% | -57.6% | -14.3% | -67.0% |
| YTD | -43.7% | -50.0% | +6.4% | -37.5% |
| 1Y | -55.4% | -49.6% | -5.8% | -51.0% |
| 3Y | -68.0% | +48.5% | -116.6% | -79.8% |
| All | -68.0% | +41.1% | -109.1% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling