-76.8%
PLUG vs BAH
-26.3%
-50.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.4% | +11.9% | +7.5% |
| 7D | +5.8% | -3.5% | +9.4% | +5.9% |
| 30D | -18.5% | +24.3% | -42.8% | -19.4% |
| 3M | -30.0% | +16.3% | -46.3% | -30.4% |
| 6M | -56.2% | +13.6% | -69.8% | -56.3% |
| YTD | -26.4% | +3.5% | -29.9% | -25.7% |
| 1Y | -42.2% | +2.7% | -44.9% | -41.7% |
| 3Y | -76.8% | -26.6% | -50.3% | -78.0% |
| All | -76.8% | -26.3% | -50.6% | -78.0% |
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