-34.4%
BAX vs PLUG
+43.7%
-78.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.9% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | -5.5% | +3.3% | -8.8% | -5.6% |
| 3M | +33.5% | -39.7% | +73.3% | +35.8% |
| 6M | +35.9% | -12.5% | +48.4% | +35.5% |
| YTD | +35.4% | +10.2% | +25.2% | +33.3% |
| 1Y | +9.8% | +50.7% | -40.9% | +6.1% |
| 3Y | -32.7% | -74.5% | +41.8% | -33.2% |
| 5Y | -65.6% | -91.8% | +26.2% | -65.1% |
| All | -34.4% | +43.7% | -78.2% | -44.6% |
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