+192.7%
EXC vs PLUG
-16.6%
+209.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.2% | +0.4% |
| 7D | -1.9% | -8.5% | +6.6% | -1.7% |
| 30D | +7.8% | -20.8% | +28.6% | +8.5% |
| 3M | +1.9% | -46.1% | +47.9% | +3.9% |
| 6M | +3.4% | -65.3% | +68.7% | +6.8% |
| YTD | +7.6% | -37.3% | +44.9% | +8.1% |
| 1Y | +2.1% | -54.8% | +56.9% | +3.7% |
| 3Y | +29.6% | -65.0% | +94.6% | +27.0% |
| 5Y | +39.5% | -97.1% | +136.6% | +51.4% |
| All | +192.7% | -16.6% | +209.2% | +145.5% |
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