-36.8%
BAX vs PLUG
+6.6%
-43.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | +0.3% |
| 7D | +12.1% | +5.8% | +6.3% | +11.9% |
| 30D | +7.6% | -18.5% | +26.1% | +8.3% |
| 3M | -4.5% | -30.0% | +25.5% | -3.4% |
| 6M | +52.0% | -56.2% | +108.2% | +55.9% |
| YTD | +35.1% | -26.4% | +61.5% | +35.0% |
| 1Y | +43.7% | -42.2% | +85.9% | +44.7% |
| 3Y | -20.9% | -76.8% | +55.9% | -21.2% |
| 5Y | -63.5% | -96.2% | +32.7% | -62.0% |
| All | -36.8% | +6.6% | -43.5% | -46.6% |
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