+172.1%
EXC vs PLUG
+6.6%
+165.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.4% | -9.4% | -2.2% |
| 7D | -1.2% | +5.8% | -7.0% | -1.4% |
| 30D | +10.0% | -18.5% | +28.5% | +10.6% |
| 3M | +1.6% | -30.0% | +31.6% | +2.7% |
| 6M | +3.3% | -56.2% | +59.5% | +5.8% |
| YTD | +7.6% | -26.4% | +34.0% | +7.5% |
| 1Y | +3.5% | -42.2% | +45.7% | +4.2% |
| 3Y | +27.7% | -76.8% | +104.5% | +27.7% |
| 5Y | +41.1% | -96.2% | +137.4% | +51.3% |
| All | +172.1% | +6.6% | +165.5% | +137.4% |
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