-96.9%
PLUG vs TXT
+14.6%
-111.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | +0.1% |
| 7D | -6.8% | -0.8% | -6.0% | -6.4% |
| 30D | -16.0% | +13.4% | -29.5% | -26.0% |
| 3M | -38.7% | -2.5% | -36.2% | -38.4% |
| 6M | -61.4% | -6.2% | -55.2% | -60.3% |
| YTD | -31.0% | -1.3% | -29.6% | -35.1% |
| 1Y | -46.2% | +4.3% | -50.6% | -52.4% |
| 3Y | -61.5% | +13.2% | -74.7% | -70.0% |
| 5Y | -96.9% | +12.4% | -109.2% | -97.7% |
| All | -96.9% | +14.6% | -111.5% | -97.7% |
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