-41.4%
PLUG vs XYL
-33.6%
-7.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +2.0% | +3.2% |
| 7D | +14.5% | +2.1% | +12.4% | +14.1% |
| 30D | -10.7% | -3.4% | -7.4% | -10.8% |
| 3M | -31.2% | -17.2% | -14.0% | -28.0% |
| 6M | -51.9% | -12.0% | -39.9% | -51.6% |
| YTD | -23.9% | -26.3% | +2.4% | -18.9% |
| All | -41.4% | -33.6% | -7.9% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling