+7.1%
PLUG vs BURL
+258.4%
-251.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.9% | -4.6% | -6.2% |
| 7D | -4.9% | +3.5% | -8.4% | -6.3% |
| 30D | -27.4% | -9.3% | -18.1% | -24.3% |
| 3M | -35.7% | -32.1% | -3.6% | -24.6% |
| 6M | -59.3% | -19.8% | -39.5% | -56.7% |
| YTD | -31.5% | -13.2% | -18.3% | -30.2% |
| 1Y | -48.9% | -7.8% | -41.0% | -49.8% |
| 3Y | -79.6% | +89.3% | -168.9% | -86.3% |
| 5Y | -96.5% | -15.8% | -80.7% | -96.7% |
| All | +7.1% | +258.4% | -251.3% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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