+72.9%
XOM vs PLUG
-78.4%
+151.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.4% | -7.1% | +0.3% |
| 7D | -11.4% | +5.8% | -17.3% | -11.5% |
| 30D | +1.1% | -18.5% | +19.6% | +1.3% |
| 3M | +7.8% | -30.0% | +37.8% | +8.2% |
| 6M | +13.0% | -56.2% | +69.2% | +14.2% |
| YTD | +40.6% | -26.4% | +67.0% | +40.4% |
| 1Y | +49.1% | -42.2% | +91.3% | +49.4% |
| 3Y | +72.9% | -76.8% | +149.7% | +70.2% |
| All | +72.9% | -78.4% | +151.3% | +70.2% |
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 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