-92.2%
PLUG vs BTDR
+23.8%
-116.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.9% | -1.1% | +2.1% |
| 7D | -0.9% | +20.0% | -20.9% | -4.4% |
| 30D | +3.3% | +11.9% | -8.6% | +0.5% |
| 3M | -39.7% | -36.9% | -2.8% | -35.7% |
| 6M | -12.5% | +56.5% | -69.0% | -22.0% |
| YTD | +10.2% | +10.4% | -0.3% | +4.0% |
| 1Y | +50.7% | +3.1% | +47.6% | +43.1% |
| 3Y | -74.5% | -2.6% | -71.9% | -78.6% |
| 5Y | -91.8% | +25.2% | -117.0% | -94.0% |
| All | -92.2% | +23.8% | -116.0% | -94.3% |
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