+56.9%
PLUG vs BWA
+53.0%
+3.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +4.7% |
| 7D | +8.1% | +4.3% | +3.9% | +6.6% |
| 30D | +3.7% | -2.9% | +6.6% | +4.5% |
| 3M | -29.2% | -12.4% | -16.7% | -26.9% |
| 6M | +6.1% | +28.6% | -22.5% | +4.4% |
| YTD | +14.7% | +48.2% | -33.5% | -3.3% |
| 1Y | +56.9% | +50.9% | +6.0% | +42.0% |
| All | +56.9% | +53.0% | +3.9% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BWA 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling