-76.8%
PLUG vs BAM
+85.9%
-162.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +6.7% |
| 7D | +5.8% | +9.7% | -3.9% | -1.6% |
| 30D | -18.5% | +19.0% | -37.5% | -28.8% |
| 3M | -30.0% | +0.6% | -30.5% | -30.6% |
| 6M | -56.2% | +11.1% | -67.3% | -60.4% |
| YTD | -26.4% | +4.2% | -30.6% | -30.4% |
| 1Y | -42.2% | +3.3% | -45.6% | -44.8% |
| 3Y | -76.8% | +88.8% | -165.6% | -93.2% |
| All | -76.8% | +85.9% | -162.7% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling