-61.3%
PLUG vs BBWI
-23.6%
-37.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.5% | -8.5% | -8.8% |
| 7D | -3.2% | -4.2% | +1.1% | -1.6% |
| 30D | -18.7% | +24.9% | -43.6% | -25.6% |
| 3M | -35.3% | +13.2% | -48.5% | -39.5% |
| 6M | -56.2% | +12.1% | -68.4% | -59.6% |
| YTD | -30.7% | +11.1% | -41.8% | -37.2% |
| 1Y | -46.7% | +0.7% | -47.4% | -50.5% |
| 3Y | -61.3% | -23.8% | -37.6% | -69.2% |
| All | -61.3% | -23.6% | -37.7% | -69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling