+47.6%
EXC vs PLUG
-91.8%
+139.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.1% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | -3.7% | +3.3% | -7.1% | -3.8% |
| 3M | -1.3% | -39.7% | +38.4% | -0.3% |
| 6M | -9.7% | -12.5% | +2.8% | -9.8% |
| YTD | +2.9% | +10.2% | -7.3% | +1.9% |
| 1Y | +4.4% | +50.7% | -46.3% | +1.8% |
| 3Y | +22.2% | -74.5% | +96.7% | +25.0% |
| All | +47.6% | -91.8% | +139.4% | +60.5% |
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 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