+1.5%
PLUG vs XYL
+113.6%
-112.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.4% | -6.2% | -6.7% |
| 7D | -2.8% | +0.6% | -3.4% | -3.3% |
| 30D | -18.5% | -5.7% | -12.7% | -16.8% |
| 3M | -35.1% | -19.8% | -15.3% | -24.0% |
| 6M | -56.1% | -14.2% | -41.9% | -52.7% |
| YTD | -30.5% | -28.1% | -2.4% | -13.4% |
| 1Y | -46.5% | -35.0% | -11.5% | -26.7% |
| 3Y | -61.2% | +2.1% | -63.3% | -63.9% |
| 5Y | -96.6% | -22.1% | -74.5% | -96.1% |
| 10Y | +1.5% | +107.0% | -105.5% | -47.8% |
| All | +1.5% | +113.6% | -112.1% | -47.8% |
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