+20.0%
PLUG vs XYL
+129.6%
-109.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +2.0% | +2.3% |
| 7D | +14.5% | +2.1% | +12.4% | +12.4% |
| 30D | -10.7% | -3.4% | -7.4% | -10.8% |
| 3M | -31.2% | -17.2% | -14.0% | -21.7% |
| 6M | -51.9% | -12.0% | -39.9% | -49.3% |
| YTD | -23.9% | -26.3% | +2.4% | -7.2% |
| 1Y | -43.4% | -33.5% | -9.9% | -23.9% |
| 3Y | -74.7% | +6.4% | -81.1% | -77.6% |
| 5Y | -96.3% | -20.9% | -75.4% | -95.8% |
| 10Y | +20.0% | +120.8% | -100.8% | -42.2% |
| All | +20.0% | +129.6% | -109.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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