-18.2%
PLUG vs EXEL
+325.9%
-344.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.2% | -8.0% | -8.8% |
| 7D | -8.5% | +1.6% | -10.2% | -8.9% |
| 30D | -20.8% | +17.4% | -38.2% | -24.7% |
| 3M | -46.1% | +38.6% | -84.7% | -51.5% |
| 6M | -65.3% | +41.2% | -106.5% | -69.3% |
| YTD | -37.3% | +59.3% | -96.7% | -47.0% |
| 1Y | -54.8% | +60.2% | -115.0% | -61.9% |
| 3Y | -65.0% | +232.6% | -297.6% | -78.0% |
| 5Y | -97.1% | +285.9% | -383.0% | -98.3% |
| All | -18.2% | +325.9% | -344.1% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling