+20.0%
PLUG vs TXT
+115.3%
-95.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.0% |
| 7D | +14.5% | -3.5% | +18.0% | +17.1% |
| 30D | -10.7% | +15.2% | -25.9% | -19.4% |
| 3M | -31.2% | -4.5% | -26.7% | -30.0% |
| 6M | -51.9% | -6.1% | -45.8% | -50.9% |
| YTD | -23.9% | -2.0% | -21.9% | -26.0% |
| 1Y | -43.4% | +4.2% | -47.6% | -47.2% |
| 3Y | -74.7% | +14.4% | -89.1% | -78.1% |
| 5Y | -96.3% | +12.3% | -108.6% | -96.7% |
| 10Y | +20.0% | +101.8% | -81.8% | -31.0% |
| All | +20.0% | +115.3% | -95.3% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling