-71.3%
PLUG vs BAH
+1,110.0%
-1,181.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.2% | -8.7% | -7.9% |
| 7D | -4.9% | +6.0% | -11.0% | -6.7% |
| 30D | -27.4% | +31.1% | -58.5% | -33.3% |
| 3M | -35.7% | +25.2% | -60.9% | -40.2% |
| 6M | -59.3% | +18.9% | -78.2% | -62.2% |
| YTD | -31.5% | +8.3% | -39.8% | -34.9% |
| 1Y | -48.9% | +6.2% | -55.0% | -51.2% |
| 3Y | -79.6% | -22.8% | -56.8% | -79.5% |
| 5Y | -96.5% | +13.6% | -110.1% | -97.0% |
| 10Y | -4.9% | +240.2% | -245.1% | -43.3% |
| All | -71.3% | +1,110.0% | -1,181.3% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling