+48.6%
PLUG vs XLRE
+87.4%
-38.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -1.9% | -1.8% |
| 7D | 0.0% | -2.7% | +2.7% | +3.2% |
| 30D | -5.0% | -2.3% | -2.6% | -2.3% |
| 3M | -26.2% | -3.5% | -22.8% | -24.1% |
| 6M | -0.5% | +1.9% | -2.3% | -4.6% |
| YTD | +7.1% | +8.3% | -1.2% | -4.8% |
| 1Y | +46.5% | +6.4% | +40.1% | +33.5% |
| 3Y | -73.5% | +30.2% | -103.7% | -80.2% |
| 5Y | -91.3% | +8.6% | -99.9% | -91.7% |
| All | +48.6% | +87.4% | -38.8% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XLRE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling