+570.5%
XYZ vs PLUG
-25.5%
+596.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.5% | +11.8% | +14.6% |
| 7D | +16.5% | +2.8% | +13.7% | +15.8% |
| 30D | +15.0% | -22.8% | +37.7% | +21.0% |
| 3M | +3.5% | -32.4% | +35.9% | +11.7% |
| 6M | +21.9% | -53.4% | +75.2% | +39.3% |
| YTD | +34.6% | -25.9% | +60.5% | +35.5% |
| 1Y | +20.7% | -42.1% | +62.8% | +26.6% |
| 3Y | +80.0% | -77.9% | +158.0% | +79.3% |
| 5Y | -64.6% | -96.4% | +31.8% | -46.7% |
| 10Y | +619.5% | +2.8% | +616.6% | +508.3% |
| All | +570.5% | -25.5% | +596.0% | +467.1% |
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