+191.3%
XOM vs PLUG
+48.6%
+142.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +2.4% |
| 7D | 0.0% | +3.8% | -3.8% | -0.2% |
| 30D | +3.4% | +2.8% | +0.6% | +3.2% |
| 3M | +11.0% | -25.4% | +36.4% | +12.4% |
| 6M | +10.6% | -0.5% | +11.1% | +9.7% |
| YTD | +39.2% | +10.2% | +29.1% | +36.6% |
| 1Y | +52.7% | +53.9% | -1.2% | +45.3% |
| 3Y | +56.8% | -72.7% | +129.5% | +55.6% |
| 5Y | +261.8% | -91.4% | +353.2% | +273.8% |
| 10Y | +191.3% | +58.4% | +132.9% | +123.2% |
| All | +191.3% | +48.6% | +142.7% | +123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling