+55.9%
PLUG vs EXEL
+380.2%
-324.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.4% | +4.8% |
| 7D | +8.1% | +1.4% | +6.8% | +7.6% |
| 30D | +3.7% | +6.7% | -3.0% | +1.4% |
| 3M | -29.2% | +11.5% | -40.6% | -31.9% |
| 6M | +6.1% | +38.8% | -32.7% | -5.2% |
| YTD | +14.7% | +31.6% | -16.9% | +3.8% |
| 1Y | +56.9% | +53.0% | +3.9% | +34.3% |
| 3Y | -71.6% | +160.8% | -232.4% | -80.2% |
| 5Y | -91.0% | +190.1% | -281.1% | -94.0% |
| 10Y | +55.9% | +367.0% | -311.1% | +1.0% |
| All | +55.9% | +380.2% | -324.3% | +1.0% |
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