-33.3%
BAX vs PLUG
-16.2%
-17.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.8% | +6.5% | -1.9% |
| 7D | +0.4% | -8.1% | +8.5% | +0.6% |
| 30D | +3.4% | -20.5% | +23.9% | +4.2% |
| 3M | -4.5% | -45.9% | +41.4% | -2.4% |
| 6M | +44.0% | -65.2% | +109.2% | +49.1% |
| YTD | +34.9% | -37.1% | +71.9% | +35.5% |
| 1Y | +37.9% | -54.6% | +92.5% | +40.2% |
| 3Y | -17.1% | -64.9% | +47.8% | -18.3% |
| 5Y | -64.3% | -97.1% | +32.9% | -62.3% |
| All | -33.3% | -16.2% | -17.1% | -42.8% |
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