-46.7%
PLUG vs BAH
+2.9%
-49.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.8% | -9.8% | -9.0% |
| 7D | -3.2% | +0.5% | -3.7% | -3.2% |
| 30D | -18.7% | +18.2% | -37.0% | -18.6% |
| 3M | -35.3% | +13.1% | -48.4% | -35.1% |
| 6M | -56.2% | +15.2% | -71.4% | -55.2% |
| YTD | -30.7% | +6.0% | -36.7% | -27.0% |
| 1Y | -46.7% | +3.1% | -49.8% | -44.1% |
| All | -46.7% | +2.9% | -49.6% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling