-97.3%
PLUG vs BAH
+6.1%
-103.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.3% | -10.2% | -10.4% |
| 7D | -23.4% | +1.7% | -25.2% | -23.7% |
| 30D | -23.4% | +20.8% | -44.2% | -26.6% |
| 3M | -51.7% | +11.6% | -63.3% | -53.0% |
| 6M | -72.0% | +23.1% | -95.1% | -73.5% |
| YTD | -43.7% | +5.3% | -48.9% | -44.8% |
| 1Y | -55.4% | +6.1% | -61.6% | -56.6% |
| 3Y | -68.0% | -27.5% | -40.5% | -68.2% |
| All | -97.3% | +6.1% | -103.5% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling