-94.8%
PLUG vs BTDR
-39.9%
-54.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +13.3% | -5.9% | +4.8% |
| 7D | +5.8% | -10.4% | +16.2% | +7.8% |
| 30D | -18.5% | -42.2% | +23.6% | -10.0% |
| 3M | -30.0% | -42.8% | +12.9% | -23.2% |
| 6M | -56.2% | -60.2% | +4.0% | -49.6% |
| YTD | -26.4% | -46.3% | +19.9% | -20.9% |
| 1Y | -42.2% | -71.7% | +29.4% | -31.8% |
| 3Y | -76.8% | +54.6% | -131.5% | -79.0% |
| 5Y | -96.2% | -39.5% | -56.7% | -96.8% |
| All | -94.8% | -39.9% | -54.9% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling