+217.6%
BAC vs PLUG
-25.0%
+242.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.5% | +11.5% | +1.9% |
| 7D | +3.2% | -23.4% | +26.7% | +5.4% |
| 30D | -0.7% | -23.4% | +22.7% | +1.3% |
| 3M | -20.0% | -51.7% | +31.8% | -15.4% |
| 6M | +3.4% | -72.0% | +75.4% | +13.6% |
| YTD | -5.7% | -43.7% | +37.9% | -3.7% |
| 1Y | -1.4% | -55.4% | +54.0% | +2.5% |
| 3Y | +97.9% | -68.0% | +165.9% | +91.8% |
| 5Y | +22.9% | -97.4% | +120.4% | +44.3% |
| All | +217.6% | -25.0% | +242.6% | +175.3% |
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