+52.8%
PLUG vs BAH
+185.0%
-132.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.3% |
| 7D | -0.9% | -3.2% | +2.3% | 0.0% |
| 30D | +3.3% | +2.0% | +1.3% | +2.7% |
| 3M | -39.7% | -7.6% | -32.1% | -38.7% |
| 6M | -12.5% | -5.7% | -6.8% | -12.8% |
| YTD | +10.2% | -11.7% | +21.9% | +12.0% |
| 1Y | +50.7% | -27.4% | +78.1% | +63.0% |
| 3Y | -74.5% | -32.5% | -42.0% | -73.7% |
| 5Y | -91.8% | -3.3% | -88.4% | -92.9% |
| All | +52.8% | +185.0% | -132.2% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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