+20.0%
PLUG vs BBWI
-41.3%
+61.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.6% | +2.8% |
| 7D | +14.5% | -6.2% | +20.7% | +17.0% |
| 30D | -10.7% | +25.5% | -36.2% | -18.1% |
| 3M | -31.2% | +8.0% | -39.2% | -34.4% |
| 6M | -51.9% | +12.7% | -64.6% | -55.5% |
| YTD | -23.9% | +11.6% | -35.5% | -30.5% |
| 1Y | -43.4% | -0.9% | -42.5% | -47.3% |
| 3Y | -74.7% | -22.7% | -52.0% | -74.6% |
| 5Y | -96.3% | -67.2% | -29.1% | -95.3% |
| 10Y | +20.0% | -43.7% | +63.7% | +31.3% |
| All | +20.0% | -41.3% | +61.3% | +31.3% |
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