+204.0%
XOM vs PLUG
-16.2%
+220.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.8% | +10.7% | +2.3% |
| 7D | +2.7% | -8.1% | +10.9% | +3.1% |
| 30D | -2.5% | -20.5% | +18.0% | -1.5% |
| 3M | +7.0% | -45.9% | +52.8% | +9.9% |
| 6M | +14.2% | -65.2% | +79.4% | +19.6% |
| YTD | +43.9% | -37.1% | +81.0% | +44.9% |
| 1Y | +47.9% | -54.6% | +102.5% | +51.2% |
| 3Y | +80.6% | -64.9% | +145.5% | +75.5% |
| 5Y | +212.8% | -97.1% | +309.9% | +247.2% |
| All | +204.0% | -16.2% | +220.2% | +129.6% |
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