+15.1%
PLUG vs BWA
+84.4%
-69.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.7% | +5.7% |
| 7D | +5.8% | -5.5% | +11.3% | +9.8% |
| 30D | -18.5% | -21.7% | +3.2% | -4.6% |
| 3M | -30.0% | -25.6% | -4.3% | -15.6% |
| 6M | -56.2% | -17.4% | -38.8% | -50.7% |
| YTD | -26.4% | +9.2% | -35.6% | -34.9% |
| 1Y | -42.2% | +9.7% | -52.0% | -49.0% |
| 3Y | -76.8% | +54.6% | -131.5% | -83.7% |
| 5Y | -96.2% | +26.8% | -123.0% | -97.0% |
| All | +15.1% | +84.4% | -69.3% | -31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling