+30.2%
EXC vs PLUG
-79.9%
+110.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.5% | +8.2% | +0.6% |
| 7D | +1.4% | -4.9% | +6.3% | +1.3% |
| 30D | +11.6% | -27.4% | +39.1% | +11.6% |
| 3M | +2.7% | -35.7% | +38.4% | +2.6% |
| 6M | +2.7% | -59.3% | +62.0% | +2.6% |
| YTD | +9.7% | -31.5% | +41.2% | +9.6% |
| 1Y | +4.5% | -48.9% | +53.4% | +4.4% |
| All | +30.2% | -79.9% | +110.1% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling