-61.2%
PLUG vs EXEL
+236.1%
-297.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.6% | -7.0% | -8.3% |
| 7D | -2.8% | -2.4% | -0.4% | -2.2% |
| 30D | -18.5% | +17.9% | -36.4% | -21.4% |
| 3M | -35.1% | +33.3% | -68.3% | -39.2% |
| 6M | -56.1% | +46.6% | -102.6% | -60.0% |
| YTD | -30.5% | +61.0% | -91.5% | -38.5% |
| 1Y | -46.5% | +70.4% | -116.9% | -53.4% |
| 3Y | -61.2% | +236.1% | -297.3% | -75.7% |
| All | -61.2% | +236.1% | -297.3% | -75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling