-7.5%
PLUG vs XYL
+104.0%
-111.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.7% |
| 7D | -6.8% | -5.9% | -1.0% | -2.1% |
| 30D | -16.0% | -7.3% | -8.8% | -13.2% |
| 3M | -38.7% | -22.5% | -16.2% | -26.3% |
| 6M | -61.4% | -14.4% | -46.9% | -58.3% |
| YTD | -31.0% | -29.4% | -1.6% | -12.8% |
| 1Y | -46.2% | -35.6% | -10.6% | -25.8% |
| 3Y | -61.5% | +0.3% | -61.7% | -63.7% |
| 5Y | -96.9% | -22.3% | -74.5% | -96.4% |
| 10Y | -7.5% | +103.2% | -110.7% | -51.9% |
| All | -7.5% | +104.0% | -111.4% | -51.9% |
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