+183.8%
EXC vs PLUG
+25.0%
+158.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.4% | -0.1% |
| 7D | -1.7% | +14.5% | -16.2% | -2.2% |
| 30D | +9.3% | -10.7% | +20.0% | +9.7% |
| 3M | +1.0% | -31.2% | +32.2% | +2.2% |
| 6M | +5.9% | -51.9% | +57.9% | +8.2% |
| YTD | +7.6% | -23.9% | +31.5% | +7.4% |
| 1Y | +2.4% | -43.4% | +45.8% | +3.2% |
| 3Y | +30.2% | -74.7% | +105.0% | +29.7% |
| 5Y | +41.4% | -96.3% | +137.7% | +51.8% |
| 10Y | +183.8% | +20.0% | +163.8% | +149.8% |
| All | +183.8% | +25.0% | +158.8% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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