-91.9%
PLUG vs XYL
-17.7%
-74.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.9% | +4.8% |
| 7D | -0.9% | -5.0% | +4.1% | +4.0% |
| 30D | +3.3% | -13.2% | +16.6% | +18.1% |
| 3M | -39.7% | -3.7% | -36.0% | -39.4% |
| 6M | -12.5% | -17.7% | +5.2% | +2.8% |
| YTD | +10.2% | -21.5% | +31.7% | +34.2% |
| 1Y | +50.7% | -24.5% | +75.2% | +94.1% |
| 3Y | -74.5% | +6.9% | -81.4% | -78.0% |
| All | -91.9% | -17.7% | -74.2% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling