+21.9%
BAC vs PLUG
-96.4%
+118.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.2% | +2.0% |
| 7D | +2.0% | +14.5% | -12.5% | +1.0% |
| 30D | -6.9% | -10.7% | +3.8% | -6.3% |
| 3M | -19.6% | -31.2% | +11.6% | -17.6% |
| 6M | -0.5% | -51.9% | +51.5% | +3.8% |
| YTD | -6.6% | -23.9% | +17.2% | -6.9% |
| 1Y | -3.0% | -43.4% | +40.4% | -1.3% |
| 3Y | +97.3% | -74.7% | +172.0% | +97.1% |
| 5Y | +21.9% | -96.3% | +118.2% | +44.4% |
| All | +21.9% | -96.4% | +118.2% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling