-7.5%
PLUG vs BBWI
-45.0%
+37.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -6.8% | -7.7% | +0.9% | -4.2% |
| 30D | -16.0% | +24.8% | -40.8% | -22.8% |
| 3M | -38.7% | +16.2% | -55.0% | -43.1% |
| 6M | -61.4% | +15.8% | -77.2% | -64.5% |
| YTD | -31.0% | +11.4% | -42.4% | -37.0% |
| 1Y | -46.2% | +3.2% | -49.4% | -50.7% |
| 3Y | -61.5% | -23.5% | -38.0% | -61.1% |
| 5Y | -96.9% | -67.4% | -29.5% | -96.0% |
| 10Y | -7.5% | -46.0% | +38.5% | -2.3% |
| All | -7.5% | -45.0% | +37.5% | -2.3% |
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