-98.6%
PLUG vs BBWI
+280.8%
-379.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.7% |
| 7D | -0.9% | +1.5% | -2.4% | -1.5% |
| 30D | +3.3% | -5.2% | +8.5% | +4.3% |
| 3M | -39.7% | +11.1% | -50.8% | -43.6% |
| 6M | -12.5% | -13.4% | +0.9% | -11.2% |
| YTD | +10.2% | +0.1% | +10.1% | +5.0% |
| 1Y | +50.7% | -36.1% | +86.8% | +67.1% |
| 3Y | -74.5% | -44.1% | -30.4% | -70.9% |
| 5Y | -91.8% | -66.2% | -25.5% | -89.0% |
| 10Y | +43.7% | -54.8% | +98.5% | +43.1% |
| All | -98.6% | +280.8% | -379.4% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling