+1.1%
PLUG vs BWA
+95.2%
-94.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.9% | -7.1% | -7.8% |
| 7D | -3.2% | -2.4% | -0.8% | -1.5% |
| 30D | -18.7% | -17.7% | -1.1% | -7.8% |
| 3M | -35.3% | -27.0% | -8.3% | -21.1% |
| 6M | -56.2% | -17.3% | -38.9% | -50.7% |
| YTD | -30.7% | +12.9% | -43.6% | -39.9% |
| 1Y | -46.7% | +12.9% | -59.6% | -53.7% |
| 3Y | -61.3% | +62.1% | -123.4% | -73.5% |
| 5Y | -96.6% | +30.7% | -127.3% | -97.3% |
| 10Y | +1.1% | +89.2% | -88.1% | -38.8% |
| All | +1.1% | +95.2% | -94.1% | -38.8% |
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