+902.7%
XOM vs PLUG
-98.6%
+1,001.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.8% |
| 7D | +1.8% | -0.9% | +2.7% | +1.8% |
| 30D | +5.9% | +3.3% | +2.5% | +5.6% |
| 3M | +5.6% | -39.7% | +45.3% | +8.1% |
| 6M | +7.9% | -12.5% | +20.4% | +7.7% |
| YTD | +35.2% | +10.2% | +25.0% | +32.7% |
| 1Y | +46.0% | +50.7% | -4.7% | +39.3% |
| 3Y | +55.0% | -74.5% | +129.5% | +53.5% |
| 5Y | +246.3% | -91.8% | +338.1% | +253.8% |
| 10Y | +181.0% | +43.7% | +137.3% | +125.8% |
| All | +902.7% | -98.6% | +1,001.4% | +575.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling