-46.2%
PLUG vs EXEL
+70.6%
-116.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -6.8% | -2.8% | -4.0% | -6.2% |
| 30D | -16.0% | +18.2% | -34.2% | -18.0% |
| 3M | -38.7% | +37.7% | -76.5% | -41.7% |
| 6M | -61.4% | +42.2% | -103.6% | -63.5% |
| YTD | -31.0% | +61.3% | -92.3% | -37.9% |
| 1Y | -46.2% | +64.5% | -110.7% | -52.4% |
| All | -46.2% | +70.6% | -116.8% | -52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling