-90.5%
PLUG vs BAM
+90.5%
-181.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +1.7% |
| 7D | +14.5% | +5.3% | +9.2% | +10.2% |
| 30D | -10.7% | +18.1% | -28.8% | -21.8% |
| 3M | -31.2% | +4.2% | -35.4% | -33.7% |
| 6M | -51.9% | +11.1% | -63.0% | -56.6% |
| YTD | -23.9% | +6.6% | -30.5% | -29.6% |
| 1Y | -43.4% | +6.2% | -49.6% | -47.3% |
| 3Y | -74.7% | +95.0% | -169.7% | -87.6% |
| All | -90.5% | +90.5% | -181.0% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling