-30.0%
BAX vs PLUG
-74.3%
+44.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +35.7% |
| 6M | +35.9% | -12.5% | +48.4% | +35.2% |
| YTD | +35.4% | +10.2% | +25.2% | +32.9% |
| 1Y | +9.8% | +50.7% | -40.9% | +5.9% |
| All | -30.0% | -74.3% | +44.3% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling