+40.4%
EXC vs PLUG
-97.5%
+137.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -10.5% | +11.8% | +1.6% |
| 7D | +1.4% | -23.4% | +24.8% | +1.9% |
| 30D | +8.6% | -23.4% | +32.0% | +9.1% |
| 3M | +2.4% | -51.7% | +54.1% | +3.8% |
| 6M | +6.5% | -72.0% | +78.4% | +9.1% |
| YTD | +9.0% | -43.7% | +52.7% | +9.4% |
| 1Y | +4.6% | -55.4% | +60.0% | +5.5% |
| 3Y | +33.5% | -68.0% | +101.5% | +31.6% |
| All | +40.4% | -97.5% | +137.9% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling