-64.2%
BAX vs PLUG
-97.5%
+33.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.5% | +10.8% | +0.7% |
| 7D | +0.1% | -23.4% | +23.5% | +1.1% |
| 30D | +4.1% | -23.4% | +27.5% | +5.1% |
| 3M | -4.5% | -51.7% | +47.2% | -2.1% |
| 6M | +49.2% | -72.0% | +121.2% | +55.7% |
| YTD | +35.2% | -43.7% | +78.9% | +36.1% |
| 1Y | +38.3% | -55.4% | +93.7% | +40.4% |
| 3Y | -19.0% | -68.0% | +49.0% | -20.0% |
| All | -64.2% | -97.5% | +33.2% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling