-91.9%
PLUG vs BURL
-11.0%
-80.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +1.6% |
| 7D | -0.9% | -2.8% | +1.9% | +0.3% |
| 30D | +3.3% | -28.2% | +31.5% | +19.6% |
| 3M | -39.7% | -17.6% | -22.1% | -35.3% |
| 6M | -12.5% | -11.8% | -0.7% | -10.6% |
| YTD | +10.2% | -8.1% | +18.3% | +9.6% |
| 1Y | +50.7% | -12.0% | +62.6% | +51.3% |
| 3Y | -74.5% | +63.3% | -137.8% | -82.3% |
| All | -91.9% | -11.0% | -80.9% | -92.7% |
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