-14.9%
BAX vs PLUG
-75.5%
+60.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +2.3% |
| 7D | +9.0% | +14.5% | -5.5% | +8.5% |
| 30D | +8.5% | -10.7% | +19.2% | +8.8% |
| 3M | -4.1% | -31.2% | +27.1% | -3.0% |
| 6M | +46.9% | -51.9% | +98.9% | +50.0% |
| YTD | +38.4% | -23.9% | +62.3% | +37.5% |
| 1Y | +47.0% | -43.4% | +90.4% | +47.7% |
| 3Y | -14.9% | -74.7% | +59.8% | -14.9% |
| All | -14.9% | -75.5% | +60.6% | -14.9% |
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