+2.1%
EXC vs PLUG
-51.2%
+53.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.2% | -0.2% |
| 7D | -1.9% | -8.5% | +6.6% | -2.1% |
| 30D | +7.8% | -20.8% | +28.6% | +7.2% |
| 3M | +1.9% | -46.1% | +47.9% | +0.6% |
| 6M | +3.4% | -65.3% | +68.7% | +1.4% |
| YTD | +7.6% | -37.3% | +44.9% | +6.8% |
| 1Y | +2.1% | -54.8% | +56.9% | +1.4% |
| All | +2.1% | -51.2% | +53.3% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling