-74.6%
PLUG vs BAH
-32.2%
-42.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.9% |
| 7D | -0.9% | -3.2% | +2.3% | -0.7% |
| 30D | +3.3% | +2.0% | +1.3% | +3.3% |
| 3M | -39.7% | -7.6% | -32.1% | -39.1% |
| 6M | -12.5% | -5.7% | -6.8% | -12.1% |
| YTD | +10.2% | -11.7% | +21.9% | +12.1% |
| 1Y | +50.7% | -27.4% | +78.1% | +55.8% |
| All | -74.6% | -32.2% | -42.5% | -74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling