+54.4%
XOM vs PLUG
-73.7%
+128.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.7% |
| 7D | +1.8% | -0.9% | +2.7% | +1.8% |
| 30D | +5.9% | +3.3% | +2.5% | +5.8% |
| 3M | +5.6% | -39.7% | +45.3% | +6.4% |
| 6M | +7.9% | -12.5% | +20.4% | +7.8% |
| YTD | +35.2% | +10.2% | +25.0% | +34.3% |
| 1Y | +46.0% | +50.7% | -4.7% | +43.6% |
| All | +54.4% | -73.7% | +128.1% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling