+214.5%
BAC vs PLUG
-16.2%
+230.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.8% | +8.5% | +0.4% |
| 7D | +1.5% | -8.1% | +9.7% | +2.1% |
| 30D | -6.4% | -20.5% | +14.1% | -4.8% |
| 3M | -21.7% | -45.9% | +24.2% | -17.9% |
| 6M | +0.5% | -65.2% | +65.7% | +8.4% |
| YTD | -6.7% | -37.1% | +30.4% | -5.4% |
| 1Y | -4.7% | -54.6% | +49.9% | -1.0% |
| 3Y | +96.1% | -64.9% | +161.0% | +88.8% |
| 5Y | +21.7% | -97.1% | +118.8% | +41.7% |
| All | +214.5% | -16.2% | +230.7% | +170.3% |
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