-34.7%
PLUG vs XYL
+389.1%
-423.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.1% | -8.1% | -8.4% |
| 7D | -8.5% | -6.0% | -2.5% | -4.3% |
| 30D | -20.8% | -8.3% | -12.5% | -17.7% |
| 3M | -46.1% | -22.6% | -23.5% | -36.5% |
| 6M | -65.3% | -15.0% | -50.3% | -62.6% |
| YTD | -37.3% | -30.2% | -7.1% | -22.3% |
| 1Y | -54.8% | -36.4% | -18.4% | -39.6% |
| 3Y | -65.0% | -0.9% | -64.1% | -65.9% |
| 5Y | -97.1% | -23.4% | -73.8% | -96.7% |
| 10Y | -16.0% | +100.9% | -116.9% | -43.0% |
| All | -34.7% | +389.1% | -423.8% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling