+55.9%
PLUG vs XYL
+141.5%
-85.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.2% | +1.6% |
| 7D | +8.1% | +1.8% | +6.3% | +6.5% |
| 30D | +3.7% | -9.2% | +12.9% | +12.5% |
| 3M | -29.2% | -0.3% | -28.9% | -30.6% |
| 6M | +6.1% | -11.0% | +17.1% | +13.9% |
| YTD | +14.7% | -19.2% | +33.9% | +33.3% |
| 1Y | +56.9% | -21.2% | +78.2% | +88.7% |
| 3Y | -71.6% | +18.6% | -90.2% | -76.2% |
| 5Y | -91.0% | -14.3% | -76.7% | -90.2% |
| 10Y | +55.9% | +141.0% | -85.2% | -23.1% |
| All | +55.9% | +141.5% | -85.6% | -23.1% |
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