+543.0%
XYZ vs PLUG
-31.1%
+574.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.5% | +3.4% | -2.5% |
| 7D | +9.2% | -4.9% | +14.1% | +10.3% |
| 30D | +9.8% | -27.4% | +37.2% | +17.1% |
| 3M | -0.2% | -35.7% | +35.5% | +8.8% |
| 6M | +18.0% | -59.3% | +77.3% | +38.8% |
| YTD | +29.1% | -31.5% | +60.6% | +32.0% |
| 1Y | +14.1% | -48.9% | +63.0% | +22.8% |
| 3Y | +72.6% | -79.6% | +152.2% | +74.8% |
| 5Y | -64.6% | -96.5% | +31.9% | -46.3% |
| 10Y | +590.0% | -4.9% | +594.9% | +492.9% |
| All | +543.0% | -31.1% | +574.1% | +452.7% |
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