-53.8%
PLUG vs BAH
+886.2%
-940.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.3% |
| 7D | -0.9% | -3.2% | +2.3% | 0.0% |
| 30D | +3.3% | +2.0% | +1.3% | +2.7% |
| 3M | -39.7% | -7.6% | -32.1% | -38.8% |
| 6M | -12.5% | -5.7% | -6.8% | -12.9% |
| YTD | +10.2% | -11.7% | +21.9% | +11.8% |
| 1Y | +50.7% | -27.4% | +78.1% | +62.4% |
| 3Y | -74.5% | -32.5% | -42.0% | -73.4% |
| 5Y | -91.8% | -3.3% | -88.4% | -92.6% |
| 10Y | +43.7% | +186.0% | -142.3% | -9.4% |
| All | -53.8% | +886.2% | -940.0% | -80.1% |
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 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