-74.6%
PLUG vs EXEL
+160.6%
-235.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -0.9% | +8.4% | -9.3% | -2.9% |
| 30D | +3.3% | +4.1% | -0.7% | +2.2% |
| 3M | -39.7% | +12.4% | -52.1% | -41.7% |
| 6M | -12.5% | +41.5% | -54.0% | -20.8% |
| YTD | +10.2% | +34.6% | -24.5% | +0.7% |
| 1Y | +50.7% | +57.9% | -7.2% | +30.6% |
| All | -74.6% | +160.6% | -235.3% | -82.8% |
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