-86.2%
PLUG vs BAM
+78.0%
-164.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.4% |
| 7D | -0.9% | -2.0% | +1.1% | +0.7% |
| 30D | +3.3% | -2.9% | +6.3% | +5.6% |
| 3M | -39.7% | +9.4% | -49.1% | -44.5% |
| 6M | -12.5% | +10.8% | -23.3% | -21.3% |
| YTD | +10.2% | -0.4% | +10.6% | +7.9% |
| 1Y | +50.7% | -10.9% | +61.6% | +64.8% |
| 3Y | -74.5% | +61.3% | -135.8% | -85.4% |
| All | -86.2% | +78.0% | -164.2% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling