-96.5%
PLUG vs TXT
+7.8%
-104.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +9.1% |
| 7D | +5.8% | -2.5% | +8.4% | +7.8% |
| 30D | -18.5% | +14.4% | -32.9% | -28.9% |
| 3M | -30.0% | -4.9% | -25.0% | -28.0% |
| 6M | -56.2% | -10.2% | -46.0% | -53.1% |
| YTD | -26.4% | -4.1% | -22.3% | -29.1% |
| 1Y | -42.2% | +4.0% | -46.2% | -48.9% |
| 3Y | -76.8% | +8.0% | -84.8% | -81.3% |
| All | -96.5% | +7.8% | -104.2% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling