-78.4%
PLUG vs BAM
+84.2%
-162.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.0% | -4.5% | -5.3% |
| 7D | -4.9% | +7.9% | -12.9% | -10.5% |
| 30D | -27.4% | +16.0% | -43.5% | -35.4% |
| 3M | -35.7% | +0.6% | -36.4% | -36.4% |
| 6M | -59.3% | +10.5% | -69.8% | -63.2% |
| YTD | -31.5% | +3.2% | -34.7% | -34.8% |
| 1Y | -48.9% | +1.0% | -49.9% | -50.2% |
| All | -78.4% | +84.2% | -162.6% | -93.7% |
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