-96.5%
PLUG vs EXEL
+260.1%
-356.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.2% | +6.9% |
| 7D | +5.8% | +0.3% | +5.6% | +5.9% |
| 30D | -18.5% | +19.0% | -37.6% | -23.6% |
| 3M | -30.0% | +33.3% | -63.2% | -37.2% |
| 6M | -56.2% | +42.9% | -99.0% | -62.1% |
| YTD | -26.4% | +58.7% | -85.1% | -39.5% |
| 1Y | -42.2% | +70.5% | -112.7% | -54.0% |
| 3Y | -76.8% | +233.8% | -310.7% | -88.0% |
| All | -96.5% | +260.1% | -356.6% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling