-97.3%
PLUG vs BWA
+27.4%
-124.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.2% | -10.3% | -10.3% |
| 7D | -23.4% | +4.3% | -27.7% | -25.8% |
| 30D | -23.4% | -13.0% | -10.4% | -14.7% |
| 3M | -51.7% | -24.8% | -26.9% | -40.0% |
| 6M | -72.0% | -23.5% | -48.5% | -65.9% |
| YTD | -43.7% | +13.8% | -57.5% | -54.8% |
| 1Y | -55.4% | +13.4% | -68.9% | -64.1% |
| 3Y | -68.0% | +62.8% | -130.8% | -81.9% |
| All | -97.3% | +27.4% | -124.8% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling