-63.2%
BAX vs PLUG
-96.6%
+33.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.7% | +8.7% | +0.4% |
| 7D | +3.6% | -2.8% | +6.5% | +3.7% |
| 30D | +8.5% | -18.5% | +27.0% | +9.2% |
| 3M | -4.9% | -35.1% | +30.2% | -3.5% |
| 6M | +47.0% | -56.1% | +103.1% | +50.7% |
| YTD | +38.4% | -30.5% | +68.9% | +38.2% |
| 1Y | +49.1% | -46.5% | +95.6% | +50.3% |
| 3Y | -14.9% | -61.2% | +46.3% | -16.5% |
| All | -63.2% | -96.6% | +33.4% | -61.4% |
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