+28.1%
BA vs PLUG
+25.0%
+3.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -1.0% |
| 7D | -1.7% | +14.5% | -16.2% | -3.4% |
| 30D | -9.5% | -10.7% | +1.3% | -8.4% |
| 3M | -26.5% | -31.2% | +4.7% | -23.4% |
| 6M | -27.4% | -51.9% | +24.5% | -21.7% |
| YTD | -20.6% | -23.9% | +3.3% | -20.6% |
| 1Y | -11.4% | -43.4% | +32.0% | -8.5% |
| 3Y | -10.8% | -74.7% | +63.9% | -12.1% |
| 5Y | -21.9% | -96.3% | +74.4% | -4.1% |
| 10Y | +28.1% | +20.0% | +8.1% | -0.9% |
| All | +28.1% | +25.0% | +3.1% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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