-63.9%
XYZ vs PLUG
-96.4%
+32.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.4% | -5.7% | 0.0% |
| 7D | +12.1% | +5.8% | +6.3% | +10.6% |
| 30D | +12.4% | -18.5% | +30.9% | +17.5% |
| 3M | +8.2% | -30.0% | +38.1% | +16.6% |
| 6M | +20.7% | -56.2% | +76.9% | +42.1% |
| YTD | +31.3% | -26.4% | +57.7% | +31.7% |
| 1Y | +20.5% | -42.2% | +62.7% | +26.7% |
| 3Y | +72.6% | -76.8% | +149.5% | +71.8% |
| All | -63.9% | -96.4% | +32.5% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling