+69.7%
XYZ vs PLUG
-79.9%
+149.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.5% | +3.4% | -3.4% |
| 7D | +9.2% | -4.9% | +14.1% | +9.7% |
| 30D | +9.8% | -27.4% | +37.2% | +12.9% |
| 3M | -0.2% | -35.7% | +35.5% | +3.7% |
| 6M | +18.0% | -59.3% | +77.3% | +26.7% |
| YTD | +29.1% | -31.5% | +60.6% | +30.9% |
| 1Y | +14.1% | -48.9% | +63.0% | +18.4% |
| All | +69.7% | -79.9% | +149.6% | +70.9% |
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