-17.9%
PLUG vs BUD
-3.2%
-14.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.3% | -8.5% | -8.7% |
| 7D | -8.1% | -1.6% | -6.6% | -7.5% |
| 30D | -20.5% | +6.7% | -27.2% | -23.9% |
| 3M | -45.9% | +5.9% | -51.7% | -48.2% |
| 6M | -65.2% | +5.1% | -70.2% | -66.8% |
| YTD | -37.1% | +32.9% | -69.9% | -48.5% |
| 1Y | -54.6% | +31.8% | -86.4% | -62.7% |
| 3Y | -64.9% | +47.4% | -112.2% | -73.7% |
| 5Y | -97.1% | +50.8% | -147.9% | -97.9% |
| All | -17.9% | -3.2% | -14.7% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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