+533.2%
XYZ vs PLUG
+10.7%
+522.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.3% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | -1.7% | +3.3% | -5.0% | -2.5% |
| 3M | +16.7% | -39.7% | +56.5% | +28.5% |
| 6M | +26.9% | -12.5% | +39.4% | +26.3% |
| YTD | +27.1% | +10.2% | +17.0% | +18.3% |
| 1Y | +9.3% | +50.7% | -41.4% | -10.4% |
| 3Y | +42.3% | -74.5% | +116.8% | +39.9% |
| 5Y | -69.3% | -91.8% | +22.5% | -60.6% |
| 10Y | +586.8% | +43.7% | +543.1% | +441.8% |
| All | +533.2% | +10.7% | +522.5% | +395.4% |
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