+52.6%
XOM vs PLUG
-44.1%
+96.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.5% | -8.2% | -4.5% |
| 7D | -7.0% | +2.8% | -9.8% | -6.9% |
| 30D | +3.2% | -22.8% | +26.0% | +2.9% |
| 3M | +10.7% | -32.4% | +43.1% | +10.2% |
| 6M | +11.6% | -53.4% | +65.0% | +11.2% |
| YTD | +43.5% | -25.9% | +69.4% | +43.2% |
| 1Y | +52.6% | -42.1% | +94.7% | +52.2% |
| All | +52.6% | -44.1% | +96.7% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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