+15.1%
PLUG vs BBWI
-43.7%
+58.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.3% | +10.7% | +8.5% |
| 7D | +5.8% | -6.2% | +12.0% | +8.1% |
| 30D | -18.5% | +19.9% | -38.5% | -24.0% |
| 3M | -30.0% | +7.1% | -37.1% | -33.1% |
| 6M | -56.2% | +13.7% | -69.9% | -59.6% |
| YTD | -26.4% | +9.6% | -36.0% | -32.4% |
| 1Y | -42.2% | -1.6% | -40.6% | -46.1% |
| 3Y | -76.8% | -25.9% | -51.0% | -76.4% |
| 5Y | -96.2% | -67.8% | -28.4% | -95.1% |
| All | +15.1% | -43.7% | +58.8% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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