-76.8%
PLUG vs XYL
+5.2%
-82.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.6% | +8.8% |
| 7D | +5.8% | +5.9% | 0.0% | +1.7% |
| 30D | -18.5% | -3.9% | -14.6% | -18.5% |
| 3M | -30.0% | -18.7% | -11.3% | -20.4% |
| 6M | -56.2% | -16.9% | -39.3% | -52.1% |
| YTD | -26.4% | -27.4% | +1.0% | -9.8% |
| 1Y | -42.2% | -34.0% | -8.2% | -21.1% |
| 3Y | -76.8% | +5.6% | -82.4% | -81.8% |
| All | -76.8% | +5.2% | -82.1% | -81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling