+20.0%
PLUG vs BAH
+218.8%
-198.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.9% | +3.0% |
| 7D | +14.5% | -1.5% | +16.0% | +14.8% |
| 30D | -10.7% | +17.3% | -28.0% | -15.0% |
| 3M | -31.2% | +14.9% | -46.1% | -34.3% |
| 6M | -51.9% | +14.2% | -66.2% | -54.6% |
| YTD | -23.9% | +5.1% | -29.0% | -26.8% |
| 1Y | -43.4% | +2.1% | -45.5% | -45.2% |
| 3Y | -74.7% | -26.0% | -48.7% | -74.4% |
| 5Y | -96.3% | +9.0% | -105.3% | -96.9% |
| 10Y | +20.0% | +208.8% | -188.8% | -15.6% |
| All | +20.0% | +218.8% | -198.8% | -15.6% |
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