-99.2%
PLUG vs TXT
+189.0%
-288.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.6% | -5.9% | -6.7% |
| 7D | -4.9% | -2.5% | -2.4% | -3.8% |
| 30D | -27.4% | +12.8% | -40.3% | -32.3% |
| 3M | -35.7% | -3.6% | -32.1% | -35.1% |
| 6M | -59.3% | -6.9% | -52.4% | -58.4% |
| YTD | -31.5% | -2.2% | -29.3% | -32.6% |
| 1Y | -48.9% | +6.3% | -55.1% | -51.8% |
| 3Y | -79.6% | +10.3% | -89.9% | -81.2% |
| 5Y | -96.5% | +10.6% | -107.1% | -96.6% |
| 10Y | -4.9% | +121.0% | -125.9% | -38.9% |
| All | -99.2% | +189.0% | -288.2% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling