+20.0%
PLUG vs BWA
+101.5%
-81.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.4% | -1.9% | 0.0% |
| 7D | +14.5% | -0.6% | +15.1% | +15.0% |
| 30D | -10.7% | -16.1% | +5.4% | 0.0% |
| 3M | -31.2% | -24.6% | -6.6% | -17.8% |
| 6M | -51.9% | -15.7% | -36.2% | -46.5% |
| YTD | -23.9% | +15.1% | -38.9% | -34.9% |
| 1Y | -43.4% | +15.9% | -59.3% | -51.7% |
| 3Y | -74.7% | +67.1% | -141.8% | -83.1% |
| 5Y | -96.3% | +34.7% | -131.1% | -97.2% |
| 10Y | +20.0% | +99.5% | -79.5% | -31.2% |
| All | +20.0% | +101.5% | -81.5% | -31.2% |
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