-23.3%
PLUG vs XYL
+408.9%
-432.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.6% | +9.0% |
| 7D | +5.8% | +5.9% | 0.0% | +1.1% |
| 30D | -18.5% | -3.9% | -14.6% | -18.3% |
| 3M | -30.0% | -18.7% | -11.3% | -20.5% |
| 6M | -56.2% | -16.9% | -39.3% | -52.0% |
| YTD | -26.4% | -27.4% | +1.0% | -11.5% |
| 1Y | -42.2% | -34.0% | -8.2% | -24.9% |
| 3Y | -76.8% | +5.6% | -82.4% | -78.6% |
| 5Y | -96.2% | -20.6% | -75.7% | -95.7% |
| 10Y | +2.1% | +133.4% | -131.3% | -36.0% |
| All | -23.3% | +408.9% | -432.2% | -60.4% |
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 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