-99.7%
PLUG vs EXEL
+340.0%
-439.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.2% | +7.1% |
| 7D | +5.8% | +0.3% | +5.6% | +5.9% |
| 30D | -18.5% | +19.0% | -37.6% | -22.3% |
| 3M | -30.0% | +33.3% | -63.2% | -35.3% |
| 6M | -56.2% | +42.9% | -99.0% | -60.5% |
| YTD | -26.4% | +58.7% | -85.1% | -35.8% |
| 1Y | -42.2% | +70.5% | -112.7% | -50.6% |
| 3Y | -76.8% | +233.8% | -310.7% | -83.9% |
| 5Y | -96.2% | +259.3% | -355.6% | -97.4% |
| 10Y | +2.1% | +484.1% | -482.0% | -44.7% |
| All | -99.7% | +340.0% | -439.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling