-96.5%
PLUG vs BWA
+26.5%
-122.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.7% | +5.3% |
| 7D | +5.8% | -5.5% | +11.3% | +10.6% |
| 30D | -18.5% | -21.7% | +3.2% | -1.5% |
| 3M | -30.0% | -25.6% | -4.3% | -12.4% |
| 6M | -56.2% | -17.4% | -38.8% | -49.7% |
| YTD | -26.4% | +9.2% | -35.6% | -39.0% |
| 1Y | -42.2% | +9.7% | -52.0% | -52.3% |
| 3Y | -76.8% | +54.6% | -131.5% | -86.4% |
| All | -96.5% | +26.5% | -122.9% | -97.8% |
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 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