+263.2%
BAC vs PLUG
+6.6%
+256.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.4% | -8.1% | -1.3% |
| 7D | -1.2% | +5.8% | -7.0% | -1.7% |
| 30D | -7.7% | -18.5% | +10.9% | -6.2% |
| 3M | -21.2% | -30.0% | +8.8% | -19.1% |
| 6M | -6.8% | -56.2% | +49.3% | -1.4% |
| YTD | -8.7% | -26.4% | +17.7% | -8.6% |
| 1Y | -5.3% | -42.2% | +36.9% | -3.5% |
| 3Y | +87.4% | -76.8% | +164.3% | +86.9% |
| 5Y | +18.9% | -96.2% | +115.1% | +35.4% |
| All | +263.2% | +6.6% | +256.6% | +194.6% |
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