-96.4%
PLUG vs BURL
-10.9%
-85.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | 0.0% |
| 7D | +2.8% | +10.4% | -7.6% | -1.8% |
| 30D | -22.8% | -4.9% | -17.8% | -21.1% |
| 3M | -32.4% | -29.8% | -2.7% | -21.6% |
| 6M | -53.4% | -16.5% | -36.9% | -51.2% |
| YTD | -25.9% | -10.5% | -15.3% | -25.9% |
| 1Y | -42.1% | -5.3% | -36.7% | -44.3% |
| 3Y | -77.9% | +95.1% | -173.0% | -86.2% |
| 5Y | -96.4% | -12.1% | -84.3% | -97.0% |
| All | -96.4% | -10.9% | -85.4% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling