-42.1%
PLUG vs TXT
+9.2%
-51.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.7% |
| 7D | +2.8% | +10.6% | -7.8% | +0.8% |
| 30D | -22.8% | +14.4% | -37.1% | -24.8% |
| 3M | -32.4% | -2.7% | -29.7% | -31.9% |
| 6M | -53.4% | -4.7% | -48.7% | -52.8% |
| YTD | -25.9% | -0.5% | -25.4% | -33.5% |
| 1Y | -42.1% | +8.7% | -50.8% | -62.5% |
| All | -42.1% | +9.2% | -51.2% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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