+108.6%
PLUG vs BURL
+1,021.0%
-912.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | +0.6% |
| 7D | +2.8% | +10.4% | -7.6% | -1.1% |
| 30D | -22.8% | -4.9% | -17.8% | -21.4% |
| 3M | -32.4% | -29.8% | -2.7% | -23.5% |
| 6M | -53.4% | -16.5% | -36.9% | -51.5% |
| YTD | -25.9% | -10.5% | -15.3% | -25.5% |
| 1Y | -42.1% | -5.3% | -36.7% | -43.5% |
| 3Y | -77.9% | +95.1% | -173.0% | -84.2% |
| 5Y | -96.4% | -12.1% | -84.3% | -96.7% |
| 10Y | +2.8% | +273.2% | -270.3% | -26.9% |
| All | +108.6% | +1,021.0% | -912.4% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling