+15.1%
PLUG vs BAH
+220.7%
-205.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.4% | +11.9% | +8.6% |
| 7D | +5.8% | -3.5% | +9.4% | +6.7% |
| 30D | -18.5% | +24.3% | -42.8% | -23.8% |
| 3M | -30.0% | +16.3% | -46.3% | -33.4% |
| 6M | -56.2% | +13.6% | -69.8% | -58.6% |
| YTD | -26.4% | +3.5% | -29.9% | -28.9% |
| 1Y | -42.2% | +2.7% | -44.9% | -44.3% |
| 3Y | -76.8% | -26.6% | -50.3% | -76.6% |
| 5Y | -96.2% | +8.5% | -104.7% | -96.9% |
| All | +15.1% | +220.7% | -205.6% | -16.9% |
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