+2.7%
EXC vs PLUG
-57.1%
+59.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.5% | +8.2% | +0.3% |
| 7D | +1.4% | -4.9% | +6.3% | +1.2% |
| 30D | +11.6% | -27.4% | +39.1% | +10.4% |
| 3M | +2.7% | -35.7% | +38.4% | +1.2% |
| 6M | +2.7% | -59.3% | +62.0% | -0.4% |
| All | +2.7% | -57.1% | +59.8% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling