+1.1%
PLUG vs BBWI
-44.4%
+45.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.5% | -8.5% | -8.8% |
| 7D | -3.2% | -4.2% | +1.1% | -1.7% |
| 30D | -18.7% | +24.9% | -43.6% | -25.3% |
| 3M | -35.3% | +13.2% | -48.5% | -39.4% |
| 6M | -56.2% | +12.1% | -68.4% | -59.4% |
| YTD | -30.7% | +11.1% | -41.8% | -36.7% |
| 1Y | -46.7% | +0.7% | -47.4% | -50.6% |
| 3Y | -61.3% | -23.8% | -37.6% | -61.0% |
| 5Y | -96.6% | -66.9% | -29.7% | -95.7% |
| 10Y | +1.1% | -45.3% | +46.5% | +8.8% |
| All | +1.1% | -44.4% | +45.5% | +8.8% |
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