+288.6%
BAC vs PLUG
-98.6%
+387.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.3% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | -0.4% | +3.3% | -3.7% | -0.8% |
| 3M | +16.9% | -39.7% | +56.6% | +22.0% |
| 6M | +26.6% | -12.5% | +39.1% | +26.2% |
| YTD | +15.8% | +10.2% | +5.6% | +12.0% |
| 1Y | +27.2% | +50.7% | -23.5% | +16.8% |
| 3Y | +132.4% | -74.5% | +206.9% | +128.6% |
| 5Y | +72.6% | -91.8% | +164.4% | +80.5% |
| 10Y | +389.7% | +43.7% | +346.0% | +232.4% |
| All | +288.6% | -98.6% | +387.2% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling