-46.4%
PLUG vs EXEL
+70.6%
-117.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -7.2% | -2.8% | -4.4% | -6.6% |
| 30D | -16.4% | +18.2% | -34.5% | -18.3% |
| 3M | -39.0% | +37.7% | -76.7% | -41.9% |
| 6M | -61.5% | +42.2% | -103.7% | -63.6% |
| YTD | -31.2% | +61.3% | -92.5% | -38.1% |
| 1Y | -46.4% | +64.5% | -110.9% | -52.6% |
| All | -46.4% | +70.6% | -117.0% | -52.6% |
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